Maximum likelihood estimation of a TVP-VAR (Q2328519)
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scientific article; zbMATH DE number 7115355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation of a TVP-VAR |
scientific article; zbMATH DE number 7115355 |
Statements
Maximum likelihood estimation of a TVP-VAR (English)
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10 October 2019
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time-varying parameters VAR
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multivariate stochastic volatility
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Wishart distribution
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maximum likelihood estimation
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random walks
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0.8024992942810059
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0.791661262512207
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0.7784706354141235
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0.7781904935836792
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0.7749816179275513
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