Stochastic Model Specification Search for Time-Varying Parameter VARs

Econometric Reviews - United States
doi 10.1080/07474938.2015.1092808
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Large Hybrid Time-Varying Parameter VARs

SSRN Electronic Journal
2019English

Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application

Economic Quarterly
2016English

Stochastic Parameter Search for Events

BMC Systems Biology
Molecular BiologyApplied MathematicsStructural BiologySimulationComputer Science ApplicationsModeling
2014English

Fuzzy Frequency Response for Stochastic Linear Parameter Varying Dynamic Systems

2010English

SParSE++: Improved Event-Based Stochastic Parameter Search

BMC Systems Biology
Molecular BiologyApplied MathematicsStructural BiologySimulationComputer Science ApplicationsModeling
2016English

Adaptive Stochastic Search Methods for Parameter Adaptation of Simulation Models

English

Do Commodity Investors Herd? Evidence From a Time-Varying Stochastic Volatility Model

Resources Policy
ManagementMonitoringEconomicsSociologyPolitical SciencePolicyLawEconometrics
2015English

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

SSRN Electronic Journal
2016English

Least Squares Parameter Estimation for Sparse Functional Varying Coefficient Model

Journal of Statistical Theory and Applications
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy