Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6940892
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target |
scientific article; zbMATH DE number 6940892 |
Statements
Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (English)
0 references
21 September 2018
0 references
conditional heteroscedasticity
0 references
Markov chain Monte Carlo
0 references
discrete responses
0 references
state-space model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7728033661842346
0 references
0.7406893968582153
0 references
0.7393964529037476
0 references
0.7345201969146729
0 references
0.728023886680603
0 references
