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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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Stochastic trends and economic fluctuations in a small open economy
Mellander, Erik - In: Journal of applied econometrics 7 (1992) 4, pp. 369-394
Persistent link: https://www.econbiz.de/10001131894
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Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - In: Journal of applied econometrics 32 (2017) 4, pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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
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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