Search results with tag "Empirical bayes methods for dynamic factor models"

Empirical Bayes Methods for Dynamic Factor Models

Empirical Bayes Methods for Dynamic Factor Models S.J. Koopman (a )and G. Mesters b (a) VU University Amsterdam, Tinbergen Institute and CREATES, Aarhus University (b) Universitat Pompeu Fabra, Barcelona GSE and

  Model, Methods, Dynamics, Factors, Ebay, Empirical, Empirical bayes methods for dynamic factor models