Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741)
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scientific article; zbMATH DE number 6934676
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| English | Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility |
scientific article; zbMATH DE number 6934676 |
Statements
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (English)
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11 September 2018
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Dirichlet process
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Markov chain Monte Carlo
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stochastic volatility
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time-varying parameters
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inflation
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Bayesian inference
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0.8942716717720032
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0.8303638100624084
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0.8228132128715515
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0.8084555268287659
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0.7920406460762024
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