Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Florian Huber, Gary Koop
| Year of publication: |
2024
|
|---|---|
| Authors: | Huber, Florian ; Koop, Gary |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 7, p. 1301-1320
|
| Subject: | Bayesian VARs | fast estimation | infinite mixtures | Markov chain Monte Carlo | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Markov-Kette | Markov chain | Schock | Shock | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156859