Large time-varying parameter VARs
Gary Koop; Dimitris Korobilis
| Year of publication: |
2013
|
|---|---|
| Authors: | Koop, Gary ; Korobilis, Dimitris |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 185-198
|
| Subject: | Bayesian VAR | Forecasting | Time-varying coefficients | State-space model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254877