Bayesian estimates for Vector autoregressive models
Shawn Ni; Dongchu Sun
| Year of publication: |
2005
|
|---|---|
| Authors: | Ni, Shawn X. ; Sun, Dongchu |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 1, p. 105-117
|
| Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002584020