A dynamic state-space HAR model

DOI10.1016/J.JECONOM.2025.106146MaRDI QIDQ7296560zbMATH OpenFDO

Authors Efthymios G. Tsionas, Aya Ghalayini, Marwan Izzeldin, Lorenzo Trapani

Publication date 14 July 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.106146

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(1)

• Bayesian methods in economics and finance: a unified survey and taxonomy

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