The following pages link to Katerina Petrova (Q2155312):
Displayed 6 items.
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- A time-varying parameter structural model of the UK economy (Q2338502) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (Q3120664) (← links)