Bayesian Vector Autoregressions
Year of publication: |
2016
|
---|---|
Authors: | Woźniak, Tomasz |
Publisher: |
Melbourne : University of Melbourne, Department of Economics |
Subject: | Bayes’ Theorem | Natural-Conjugate Analysis | Dummy Observations Prior | Normal-Wishart Distribution | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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