Choosing between identification schemes in noisy-news models
Joshua C.C. Chan, Eric Eisenstat and Gary Koop
| Year of publication: |
2022
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|---|---|
| Authors: | Chan, Joshua ; Eisenstat, Eric ; Koop, Gary |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 1, p. 99-136
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| Subject: | Bayesian estimation | noise shocks | savage dickey density ratio | structural identification | vector autoregressive moving average models | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schock | Shock | Schätzung | Estimation | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334632