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

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2017

Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model
Huber, F., Kastner, G. & Feldkircher, M., 2017, (Research Report Series / Department of Statistics and Mathematics; Nr. 130).
Publikation: Working/Discussion Paper › WU Working Paper

Open Access
Datei

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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., 1 Sept. 2016, Vienna: WU Vienna University of Economics and Business, (Department of Economics Working Paper Series; Nr. 235).
Publikation: Working/Discussion Paper › WU Working Paper

Open Access
Datei

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