时间序列定性响应模型中的条件异方差性:银行最优惠利率的吉布斯抽样方法

Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate

Journal of Business & Economic Statistics · 1999
被引 24
人大 AABS 4
计量经济学时间序列分析贝叶斯统计金融经济学