Sumários
Model specification and estimation strategies
20 Outubro 2025, 17:30 • Szabolcs Sebestyén
Kalman Filtering
- State-Space Models
- The Linear Kalman Filter
- Application: Stock and Watson’s Dynamic Factor Model
- A More Efficient Algorithm
Model specification and estimation strategies
6 Outubro 2025, 19:00 • Szabolcs Sebestyén
Metropolis-Hastings
Model specification and estimation strategies
6 Outubro 2025, 17:30 • Szabolcs Sebestyén
Metropolis-Hastings
Model specification and estimation strategies
29 Setembro 2025, 19:00 • Szabolcs Sebestyén
Gibbs sampling
Model specification and estimation strategies
29 Setembro 2025, 17:30 • Szabolcs Sebestyén
Gibbs sampling