Dataset - ZBW Journal Data Archive

Mengheng Li
;
Siem Jan Koopman

Unobserved components with stochastic volatility: Simulation‐based estimation...

The unobserved components time series model with stochastic volatility has gained much interest in econometrics, especially for the purpose of modelling and forecasting...

DOI:10.15456/jae.2022327.0718706692
- TXT
- PDF
- XLSX
- ox
- CSV