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Bayesian stochastic search for VAR model restrictions
George, Edward I.
;
Sun, Dongchu
;
Ni, Shawn
- In:
Journal of Econometrics
142
(
2008
)
1
,
pp. 553-580
Persistent link: https://www.econbiz.de/10005192912
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Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models
Ni, Shawn
;
Sun, Dongchu
- In:
Journal of Econometrics
115
(
2003
)
1
,
pp. 159-197
Persistent link: https://www.econbiz.de/10005192972
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