Choosing prior hyperparameters
Year of publication: |
August 13, 2016
|
---|---|
Authors: | Amir Ahmadi, Pooyan ; Matthes, Christian ; Wang, Mu-Chun |
Publisher: |
Richmond : The Federal Reserve Bank of Richmond |
Subject: | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference |
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