Intrinsic bayesian estimation of vector autoregression impulse responses
Ni, Shawn et al.
Intrinsic bayesian estimation of vector autoregression impulse responses 2007 - 2007 - 163-176 V. 25 Issue. 2
Economic Statistics
Bayesian vector autoregression;Entropy loss;Latent variables;Markov chain monte carlo;
Intrinsic bayesian estimation of vector autoregression impulse responses 2007 - 2007 - 163-176 V. 25 Issue. 2
Economic Statistics
Bayesian vector autoregression;Entropy loss;Latent variables;Markov chain monte carlo;