Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Katerina Petrova
| Year of publication: |
2022
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|---|---|
| Authors: | Petrova, Katerina |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 154-182
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| Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441926