A comparison of approaches to select the informativeness of priors in BVARs
Year of publication: |
2021
|
---|---|
Authors: | Prüser, Jan ; Hanck, Christoph |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 241.2021, 4, p. 501-525
|
Subject: | Bayesian VAR | empirical Bayes | hierarchical modeling | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory |
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