Browsing All of EconStor by Author Li, Mengheng
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2018 | Forecasting economic time series using score-driven dynamic models with mixed-data sampling | Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng |
2018 | Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction | Li, Mengheng; Koopman, Siem Jan |
2018 | Are long-run output growth rates falling? | Li, Mengheng; Mendieta-Muñoz, Ivan |
2019 | The multivariate simultaneous unobserved components model and identification via heteroskedasticity | Li, Mengheng; Mendieta-Muñoz, Ivan |
2024 | Dynamic hysteresis effects | Li, Mengheng; Mendieta-Muñoz, Ivan |