Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2016. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. 7th European Seminar on Bayesian Econometrics (ESOBE 2016), Venice, Italy, 27.10.-28.10.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Poster presented at an academic conference or symposium |
| Language | English |
| Title | Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model |
| Event | 7th European Seminar on Bayesian Econometrics (ESOBE 2016) |
| Date | 27.10.-28.10. |
| Location | Venice |
| Country | Italy |
| Year | 2016 |
| URL | http://virgo.unive.it/esobe2016/ |
Associations
- People
- Huber, Florian (Details)
- Kastner, Gregor (Details)
- External
- Feldkircher, Martin (Oesterreichische Nationalbank, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)