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