Nonparametric vector autoregressions : specification, estimation, and inference
Year of publication: |
2013
|
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Authors: | Jeljazkov, Ivan G. |
Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 327-359
|
Subject: | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
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