货币供应公告案例中时变参数模型与多过程混合模型的比较

A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements

Journal of Business & Economic Statistics · 1992
被引 4
人大 AABS 4

中文导读

比较了时变参数模型和多过程混合模型在分析货币供应公告数据时的表现,帮助研究者选择更合适的建模方法。

Abstract

James P. LeSage, A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements, Journal of Business & Economic Statistics, Vol. 10, No. 2 (Apr., 1992), pp. 201-211

时变参数模型多过程混合模型货币供应公告