Showing 81 - 90 of 800
We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities...
Persistent link: https://www.econbiz.de/10010891306
Persistent link: https://www.econbiz.de/10009161606
Persistent link: https://www.econbiz.de/10009161612
Persistent link: https://www.econbiz.de/10010517180
Persistent link: https://www.econbiz.de/10010517181
Persistent link: https://www.econbiz.de/10009754629
Persistent link: https://www.econbiz.de/10009733338
Persistent link: https://www.econbiz.de/10009706178
Persistent link: https://www.econbiz.de/10009706846
Persistent link: https://www.econbiz.de/10009722699