Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Mark Bognanni
| Year of publication: |
2022
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|---|---|
| Authors: | Bognanni, Mark |
| Other Persons: | Carriero, Andrea (contributor) ; Clark, Todd E. (contributor) ; Marcellino, Massimiliano (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 498-505
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| Subject: | Markov chain Monte Carlo | Vector autoregressions | Stochastic volatility | Volatilität | Volatility | VAR-Modell | VAR model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442175