LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH

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Refrences
Title Journal Journal Categories Citations Publication Date
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo Journal of Econometrics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 55 1997
Markov chain Monte Carlo 1995
Probability Theory and Mathematical Statistics 1999
Bayesian analysis of fractionally integrated ARMA with additive noise 1997
Forecasting, structural time series models and the Kalman filter 1989