Return to results
Journal articles (2020), Journal of Econometrics, Forthcoming

Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

HENG Jeremy , FULOP Andras , LI Junye, LIU Hening

HENG, J., FULOP, A., LI, J. and LIU, H. (2020). Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo. Journal of Econometrics, Forthcoming.