7 citations · 7 across the 4 of their papers we have counts for
Showing 2017 · stat.MEShow all
2 papers · 2 filters
stat.ME2017
Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage
David Gunawan, Chris Carter, Robert Kohn
This paper discusses the efficient Bayesian estimation of a multivariate factor stochastic volatility (Factor MSV) model with leverage. We propose a novel approach to construct the…
stat.ME2017
Efficient Bayesian estimation for flexible panel models for multivariate outcomes: Impact of life events on mental health and excessive alcohol consumption
David Gunawan, Chris carter, Denzil Fiebig +1
The problem we consider considers estimating a multivariate longitudinal panel data model whose outcomes can be a combination of discrete and continuous variables. This problem is…