A Gibbs sampler for structural vector autoregressions (Q97972): Difference between revisions
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Property / published in: Journal of Economic Dynamics \& Control / rank | |||||||||||||||
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24 October 2008
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Property / publication date: 24 October 2008 / rank | |||||||||||||||
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Property / author: Daniel F. Waggoner / rank | |||||||||||||||
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Property / author: Tao Zha / rank | |||||||||||||||
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A Gibbs sampler for structural vector autoregressions (English) | |||||||||||||||
Property / title: A Gibbs sampler for structural vector autoregressions (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1187.62149 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 65C40 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91B84 / rank | |||||||||||||||
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Property / zbMATH DE Number: 5356904 / rank | |||||||||||||||
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simultaneity | |||||||||||||||
Property / zbMATH Keywords: simultaneity / rank | |||||||||||||||
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importance sampling | |||||||||||||||
Property / zbMATH Keywords: importance sampling / rank | |||||||||||||||
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Gibbs sampler | |||||||||||||||
Property / zbMATH Keywords: Gibbs sampler / rank | |||||||||||||||
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Property / cites work: Identification of linear stochastic models with covariance restrictions / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 18:07, 28 June 2024
scientific article
Language | Label | Description | Also known as |
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English | A Gibbs sampler for structural vector autoregressions |
scientific article |
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28
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2
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349-366
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November 2003
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24 October 2008
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A Gibbs sampler for structural vector autoregressions (English)
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simultaneity
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importance sampling
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Gibbs sampler
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