Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models
Year of publication: |
2003
|
---|---|
Authors: | Ni, Shawn X. ; Sun, Dongchu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 115.2003, 1, p. 159-197
|
Subject: | VAR-Modell | VAR model |
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