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Simulation-Based Bayesian Inference for Economic Time Series POSTED CONTENT published |
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Latent Factor Models BOOK CHAPTER published 28 December 2012 in Econometric Modelling with Time Series |
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Some Long Run Features of Dynamic Time Series Models JOURNAL ARTICLE published September 1981 in The Economic Journal |
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Bibliography BOOK CHAPTER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Location BOOK CHAPTER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Preface BOOK CHAPTER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Introduction BOOK CHAPTER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Scale BOOK CHAPTER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Models and Methods for Manifest Variables of Mixed Type OTHER published 29 July 2011 in Latent Variable Models and Factor Analysis |
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Estimation and Optimal Control of Models of Dynamic Games BOOK CHAPTER published 1982 in Games, Economic Dynamics, and Time Series Analysis |
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Measurement Models for Time Series Analysis: Estimating Dynamic Linear Errors-in-Variables Models JOURNAL ARTICLE published 1998 in Political Analysis |
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Bayesian Inference for ARFIMA Models JOURNAL ARTICLE published July 2019 in Journal of Time Series Analysis |
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IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS JOURNAL ARTICLE published January 1984 in Journal of Time Series Analysis |
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Flexible Seasonal Time Series Models BOOK CHAPTER published in Advances in Econometrics |
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Other titles in the series OTHER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Dynamic games BOOK CHAPTER published in Dynamic Economic Analysis |
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Computer Programs OTHER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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Introducing Dynamic Time Series Models BOOK CHAPTER published 2015 in Introduction to Time Series Analysis |
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Autocorrelation Functions OTHER published 22 April 2013 in Dynamic Models for Volatility and Heavy Tails |
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On Optimal Instrumental Variables Estimation of Stationary Time Series Models JOURNAL ARTICLE published November 2001 in International Economic Review |