Consider the k-factor model presented in Section 11.2.4. Derive the full conditional distributions for the unknown model
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Consider the k-factor model presented in Section 11.2.4. Derive the full conditional distributions for the unknown model quantities given in Sec tion 11.2.5.
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Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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