Ni, Shawn et al. <br/><br/>
Intrinsic bayesian estimation of vector autoregression impulse responses 
 2007 

 -  2007 
 - 163-176  V.  25  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Bayesian vector autoregression;Entropy loss;Latent variables;Markov chain monte carlo;