Sökning: "Domenico Giannone"
Hittade 1 avhandling innehållade orden Domenico Giannone.
1. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs
Sammanfattning : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. LÄS MER
Resultatsidor:
1