A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients
In: Annals of Economic and Social Measurement, Volume 2, number 4
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More information through EDIRC
- Delle Monache, Davide & Petrella, Ivan, 2017.
"Adaptive models and heavy tails with an application to inflation forecasting,"
International Journal of Forecasting,
Elsevier, vol. 33(2), pages 482-501.
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- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
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