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Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua C. C.; Eisenstat, Eric; Hou, Chenghan; … - In: Journal of Applied Econometrics 35 (2020) 6, pp. 692-711
Persistent link: https://www.econbiz.de/10012273457
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Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
Chan, Joshua C. C.; Eisenstat, Eric - In: Journal of Applied Econometrics 33 (2018) 4, pp. 509-532
Persistent link: https://www.econbiz.de/10012082765