Bayesian nonparametric sparse seemingly unrelated regression model (SUR)

Monica Billio, Roberto Casarin, and Luca Rossini

Year of publication:	[2016]
Authors:	Billio, Monica ; Casarin, Roberto ; Rossini, Luca
Publisher:	Venice Italy : Department of Economics, Ca’ Foscari University of Venice
Subject:	Bayesian nonparametrics \| Large VAR \| MCMC \| Mixture model \| Dirichlet Process \| Graphical Representation \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Regressionsanalyse \| Regression analysis \| VAR-Modell \| VAR model \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation

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