Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models

Florian Huber, Gregor Kastner, Martin Feldkircher

Statistics and Mathematics

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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2 WU Working Paper
1 Konferenzposter

1 Ergebnisse

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2016

Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model
Huber, F., Kastner, G. & Feldkircher, M., 2016.
Publikation: Konferenzbeitrag › Konferenzposter