Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity.

Autor: Li, Mengheng1,2 (AUTHOR) mengheng.li@uts.edu.au, Mendieta-Muñoz, Ivan3 (AUTHOR) ivan.mendietamunoz@utah.edu
Zdroj: Studies in Nonlinear Dynamics & Econometrics. Jun2022, Vol. 26 Issue 3, p337-359. 23p.
Databáze: Business Source Ultimate
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