Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture.
Autor: | Wu, Frank C. Z.1 (AUTHOR) wu1108@purdue.edu |
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Zdroj: | Journal of Applied Econometrics. Jun2024, Vol. 39 Issue 4, p697-704. 8p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |