bayesian collapsed gibbs sampling for a stochastic volatility model with a dirichlet process mixture (replication data)

Data and Resources

Suggested Citation

Wu, Frank C. Z. (2022): Bayesian Collapsed Gibbs Sampling for a Stochastic Volatility Model with a Dirichlet Process Mixture (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.1200336261