Sketch the MCMC algorithm for obtaining samples from the joint pos terior distribution in the dynamical lag/lead

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Sketch the MCMC algorithm for obtaining samples from the joint pos terior distribution in the dynamical lag/lead model presented in Section 8.3

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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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