How can I simulate observations from a dynamic factor model?
Posted by SOULed_Outt, at stats.stackexchange.com,
Consider the following dynamic factor model where for $t = 1, 2, \ldots, T$ \begin{align} x_t
Consider the following dynamic factor model where for $t = 1, 2, \ldots, T$ \begin{align} x_t
Which is the best introductory textbook for Bayesian statistics? One book per answer, please.