Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity |
scientific article |
Statements
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (English)
0 references
27 April 2023
0 references
identification via heteroskedasticity
0 references
permanent and transitory shocks
0 references
spillover structural effects
0 references
state space models
0 references
trends and cycles
0 references
unobserved components
0 references
0 references
0 references
0 references
0 references
