Stochastic model specification search for time-varying parameter VARs
Eric Eisenstat, Joshua C. C. Chan, and Rodney W. Strachan
| Year of publication: |
2016
|
|---|---|
| Authors: | Eisenstat, Eric ; Chan, Joshua ; Strachan, Rodney W. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1638-1665
|
| Subject: | Bayesian Lasso | Fiscal policy | Shrinkage | Bayes-Statistik | Bayesian inference | Finanzpolitik | VAR-Modell | VAR model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1092808 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592382