Bayesian graphical models for structural vector autoregressive processes
Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin
| Year of publication: |
December 2012
|
|---|---|
| Authors: | Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | VAR-Modell | VAR model | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Graphentheorie | Graph theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Finanzkrise | Financial crisis | Schuldenkrise | Debt crisis | 2007-2013 |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) |
|---|---|
| Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2012, no. 36 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011629070