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

Florian Huber, Gregor Kastner, Martin Feldkircher

Institute for Statistics and Mathematics

Publication: Scientific journal › Journal article › peer-review

61 Downloads (Pure)

2 WU Working Paper
1 Conference poster

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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.
Publication: Contribution to conference › Conference poster