Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Year of publication: |
[2009]
|
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Authors: | Strachan, Rodney W. |
Other Persons: | van Dijk, H. K. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Liquiditätspräferenz | Liquidity preference | Dynamische Wirtschaftstheorie | Economic dynamics | Modellierung | Scientific modelling | VAR-Modell | VAR model | Kointegration | Cointegration |
Extent: | 1 Online-Ressource (52 p) |
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Series: | Tinbergen Institute Discussion Paper ; No. 08-096/4 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 13, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1283567 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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