Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model

Florian Huber, Gregor Kastner, Martin Feldkircher

Institute for Statistics and Mathematics

Publication: Contribution to conference › Conference poster

1 Journal article

1 results

2019

Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Huber, F., Kastner, G. & Feldkircher, M., 2019, In: Journal of Applied Econometrics. 34, 5, p. 621 - 640
Publication: Scientific journal › Journal article › peer-review

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