Sumários
Model specification and estimation strategies
26 outubro 2026, 19:00 • Szabolcs Sebestyén
MCMC Applications
- Stochastic Volatility
Model specification and estimation strategies
26 outubro 2026, 17:30 • Szabolcs Sebestyén
MCMC Applications
- Geometric Brownian Motion
- Time-Varying Equity Premium
Model specification and estimation strategies
19 outubro 2026, 19:00 • Szabolcs Sebestyén
Kalman Filtering
- Application: Stock and Watson’s Dynamic Factor Model
- A More Efficient Algorithm
Model specification and estimation strategies
19 outubro 2026, 17:30 • Szabolcs Sebestyén
Kalman Filtering
- State-Space Models
- The Linear Kalman Filter
Model specification and estimation strategies
12 outubro 2026, 19:00 • Szabolcs Sebestyén
Metropolis-Hastings