Hierarchical dynamic beta model

MaRDI QIDQ5357852zbMATH OpenFDO

Authors Helio S. Migon, Cibele Q. da-Silva

Publication date 18 September 2017

Full work available at URL https://www.ine.pt/revstat/pdf/rs160103.pdf

zbMATH Keywords

Bayesian analysisbeta distributiondynamic modelshierarchical models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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