A Gibbs sampler for structural vector autoregressions (Q97972): Difference between revisions

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-.1016/S0165-1889(02)00168-9
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+Identification of linear stochastic models with covariance restrictions
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+Marginal Likelihood from the Gibbs Output
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+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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+Price flexibility in channels of distribution: Eevidence from scanner data.
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+Q4369443
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+Using simulation methods for bayesian econometric models: inference, development,and communication
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+Error Bands for Impulse Responses
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+Markov chains for exploring posterior distributions. (With discussion)
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+Likelihood preserving normalization in multiple equation models
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+Q5659019
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+Block recursion and structural vector autoregressions
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