Choosing prior hyperparameters : with applications to time-varying parameter models
Year of publication: |
2020
|
---|---|
Authors: | Amir Ahmadi, Pooyan ; Matthes, Christian ; Wang, Mu-Chun |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 1, p. 124-136
|
Subject: | Bayesian inference | Bayesian VAR | Time variation. | Bayes-Statistik | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis |
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