Time varying VARs with inequality restrictions (Q545190): Difference between revisions

@@ Property / author @@
-Gary Koop
@@ Property / author: Gary Koop / rank @@
-Normal rank
@@ Property / author @@
+Gary Koop
@@ Property / author: Gary Koop / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5911179
@@ Property / zbMATH DE Number: 5911179 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian
@@ Property / zbMATH Keywords: Bayesian / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state space model
@@ Property / zbMATH Keywords: state space model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chain Monte Carlo
@@ Property / zbMATH Keywords: Markov chain Monte Carlo / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Metropolis-Hastings
@@ Property / zbMATH Keywords: Metropolis-Hastings / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bvarsv
@@ Property / describes a project that uses: bvarsv / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1969346552
@@ Property / OpenAlex ID: W1969346552 / rank @@
+Normal rank
@@ Property / cites work @@
+On Gibbs sampling for state space models
@@ Property / cites work: On Gibbs sampling for state space models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in the Presence of Stochastic Parameter Variation
+Normal rank
@@ Property / cites work @@
+The simulation smoother for time series models
@@ Property / cites work: The simulation smoother for time series models / rank @@
+Normal rank
@@ Property / cites work @@
+A simple and efficient simulation smoother for state space time series analysis
+Normal rank
@@ Property / cites work @@
+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
@@ Property / cites work: DATA AUGMENTATION AND DYNAMIC LINEAR MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian auxiliary variable models for binary and multinomial regression
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+On the evolution of the monetary policy transmission mechanism
+Normal rank
@@ Property / cites work @@
+Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
+Normal rank
@@ Property / cites work @@
+Time Varying Structural Vector Autoregressions and Monetary Policy
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:545190