Seoul
Korea, Republic of (South Korea)
Hanyang University - ERICA
SSRN RANKINGS
in Total Papers Citations
covariance matrix, Bayes estimator, shrinkage, model choice
Particle Markov Chain Monte Carlo, Regime switching, State space model, Leverage effect
Pile-Up Problem, Profile Likelihood, Integrated Likelihood, Trend Stationary Process, Difference Stationary Process, Out-Of-Sample Prediction, Spurious Periodicity
Structural Break, Long-run Growth, Unobserved Component Model, Trend-cycle Decomposition, Particle Gibbs Sampling, Particle Rejuvenation
Non-Markovian Regime Switching, Markovian Regime Switching, Exogenous Switching, Endogenous Switching
Bayesian Inference, Dirichlet Process Prior, Panel Data
Regime Switching Models, Sequential Monte Carlo Estimation, Particle Filters, Parameter Learning, Stochastic Volatility Models
Trend-Cycle Decomposition, Unobserved Components Model, Structural Break, Gibbs Sampling
Price Discovery, Energy Commodities, Regime Switching, Vector Error Correction, Bayesian Inference