Large order-invariant Bayesian VARs with stochastic volatility
Joshua C.C. Chan, Gary Koop, and Xuewen Yu
| Year of publication: |
2024
|
|---|---|
| Authors: | Chan, Joshua ; Koop, Gary ; Yu, Xuewen |
| Subject: | Large vector autoregression | Order invariance | Shrinkage prior | Stochastic volatility | VAR-Modell | VAR model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2252039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053470