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2112.11315
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Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach
21 December 2021
J. Chan
Aubrey Poon
Dan Zhu
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Papers citing
"Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach"
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Title
Fast Simulation of Hyperplane-Truncated Multivariate Normal Distributions
Yulai Cong
Bo Chen
Mingyuan Zhou
21
46
0
16 Jul 2016
1
