Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems
Year of publication: |
2019
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Authors: | Pacifico, Antonio |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 7.2019, 1/8, p. 1-24
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Subject: | panel VAR | Bayesian inference | structural spillovers | hierarchical priors | MCMC implementations | Bayes-Statistik | VAR-Modell | VAR model | Panel | Panel study | Modellierung | Scientific modelling | Theorie | Theory | Spillover-Effekt | Spillover effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics7010008 [DOI] hdl:10419/247508 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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