Bayesian mixed frequency VARs
Bjørn Eraker; Ching Wai Jeremy Chiu; Andrew T. Foerster; Tae Bong Kim; Hernán D. Seoane
| Year of publication: |
2015
|
|---|---|
| Authors: | Eraker, Bjørn ; Chiu, Ching Wai Jeremy ; Foerster, Andrew ; Kim, Tae Bong ; Seoane, Hernán D. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 3, p. 698-721
|
| Subject: | bayesian Estimation | Gibbs sampling | mixed frequency data | VAR | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Stichprobenerhebung | Sampling | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10011339252