Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Florian Huber and Gary Koop
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Huber, Florian ; Koop, Gary |
| Publisher: |
Glasgow : Department of Economics, University of Strathclyde |
| Subject: | Bayesian VARs | infinite mixtures | fast estimation | Markov chain Monte Carlo | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Schock | Shock | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Strathclyde discussion papers in economics. - Glasgow : Business School, ZDB-ID 2272548-9. - Vol. no. 23, 9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014316241