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Steady-state priors for vector autoregressions
Villani, Mattias - In: Journal of applied econometrics 24 (2009) 4, pp. 630-650
Persistent link: https://www.econbiz.de/10003846018
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Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar; Villani, Mattias; Stockhammar, Pär - In: Journal of applied econometrics 38 (2023) 4, pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Cover Image
Steady-state priors for vector autoregressions
Villani, Mattias - In: Journal of applied econometrics 24 (2009) 4, pp. 630-650
Persistent link: https://www.econbiz.de/10008248042
Cover Image
Steady‐state priors for vector autoregressions
Villani, Mattias - In: Journal of applied econometrics 24 (2009) 4, pp. 630-651
Persistent link: https://www.econbiz.de/10008847119