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Intrinsic Bayesian estimation of vector autoregression impulse responses
Ni, Shawn X.; Sun, Dongchu; Sun, Xiaoqian - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 163-176
Persistent link: https://www.econbiz.de/10003463620
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Bayesian estimates for Vector autoregressive models
Ni, Shawn X.; Sun, Dongchu - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 105-117
Persistent link: https://www.econbiz.de/10002584020
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Selection of multivariate stochastic volatility models via Bayesian stochastic search
Loddo, Antonello; Ni, Shawn X.; Sun, Dongchu - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 342-355
Persistent link: https://www.econbiz.de/10009232550
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Bayesian stochastic search for VAR model restrictions
George, Edward I.; Sun, Dongchu; Ni, Shawn X. - In: Journal of econometrics 142 (2008) 1, pp. 553-580
Persistent link: https://www.econbiz.de/10003608215
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Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models
Ni, Shawn X.; Sun, Dongchu - In: Journal of econometrics 115 (2003) 1, pp. 159-197
Persistent link: https://www.econbiz.de/10001758140