Bayesian testing of restrictions on vector autoregressive models (Q453023): Difference between revisions

@@ Property / author @@
-Dongchu Sun
@@ Property / author: Dongchu Sun / rank @@
-Normal rank
@@ Property / author @@
-Shawn Ni
@@ Property / author: Shawn Ni / rank @@
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@@ Property / author @@
+Dongchu Sun
@@ Property / author: Dongchu Sun / rank @@
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@@ Property / author @@
+Shawn Ni
@@ Property / author: Shawn Ni / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
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@@ Property / zbMATH DE Number @@
+6083689
@@ Property / zbMATH DE Number: 6083689 / rank @@
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@@ Property / zbMATH Keywords @@
+Bayesian VAR
@@ Property / zbMATH Keywords: Bayesian VAR / rank @@
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+Bayes factor
@@ Property / zbMATH Keywords: Bayes factor / rank @@
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+MCMC
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+https://doi.org/10.1016/j.jspi.2012.04.019
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+Identification of linear stochastic models with covariance restrictions
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+Q4845386
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+Marginal Likelihood from the Gibbs Output
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+Marginal Likelihood From the Metropolis–Hastings Output
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+Bayesian analysis of covariance matrices and dynamic models for longitudinal data
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+Bayesian analysis of vector-autoregressive models with noninformative priors.
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+Posterior distribution of hierarchical models using CAR(1) distributions
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+A Gibbs sampler for structural vector autoregressions
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+A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
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@@ links / mardi / name / links / mardi / name @@
+Publication:453023