Composite likelihood methods for large Bayesian VARs with stochastic volatility
| Year of publication: |
2020
|
|---|---|
| Authors: | Chan, Joshua C. C. ; Eisenstat, Eric ; Hou, Chenghan ; Koop, Gary |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 35.2020, 6 (10.08.), p. 692-711
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2793 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012273457