Example: barber

Time-Varying Parameter VAR Model with Stochastic ...

edly sample a Markov chain whose invariant (stationary) distribution is the posterior 2. The estimation algorithm in the case of See also Sekine (2006) and Sekine and Teranishi (2008) for investigation of the macroeconomic issues using the is provided in the appendix of Nakajima and Teranishi (2009).

Tags:

  Stationary

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Transcription of Time-Varying Parameter VAR Model with Stochastic ...

Related search queries