Bayesian model estimation and selection for the weekly colombian exchange rate

This document reviews and applies recently developed techniques for Bayesian estimation and model selection in the context of Time Series modeling for Stochastic Volatility. After the literature review on Generalized Conditional Autoregressive models, St

Detalles Bibliográficos
Autor Principal: Rodríguez-Niño, Norberto
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2000
Acceso en línea: