Pooter, M.D. de; Ravazzolo, F.; Segers, R.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2008
Several lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the … canonical models for the purpose of posterior inference. A Bayesian model averaging procedure is presented in order to deal with …Bayesian Near-Boundary Analysis in Basic
Macroeconomic Time Series Models∗
Michiel De Pooter1 Francesco Ravazzolo2 Rene …