Time-Varying Parameter Vector Autoregressions : Specification, Estimation, and an Application
Year of publication: |
2016
|
---|---|
Authors: | Lubik, Thomas A. |
Other Persons: | Matthes, Christian (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Quarterly, Issue 4Q, pp. 323-352, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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