An automated prior robustness analysis in Bayesian model comparison
Joshua C. C. Chan, Liana Jacobi, Dan Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Chan, Joshua ; Jacobi, Liana ; Zhu, Dan |
| Subject: | automatic differentiation | factor models | model comparison | vector autoregression | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186701