LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642)
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 1772267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH |
scientific article; zbMATH DE number 1772267 |
Statements
LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (English)
0 references
28 July 2002
0 references
cointegration
0 references
long memory
0 references
Markov chain Monte Carlo
0 references
multivariate stochastic volatility
0 references
0.8044560551643372
0 references
0.7734082341194153
0 references
0.7656826376914978
0 references
