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

@@ Property / DOI @@
-.1016/s0165-1889(02)00168-9
@@ Property / DOI: 10.1016/s0165-1889(02)00168-9 / rank @@
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@@ Property / published in @@
+Journal of Economic Dynamics \& Control
@@ Property / published in: Journal of Economic Dynamics \& Control / rank @@
+Normal rank
@@ Property / publication date @@
+October 2008Timestamp +2008-10-24T00:00:00Z
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++2008-10-24T00:00:00Z
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@@ Property / publication date: 24 October 2008 / rank @@
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@@ Property / author @@
+Daniel F. Waggoner
@@ Property / author: Daniel F. Waggoner / rank @@
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@@ Property / author @@
+Tao Zha
@@ Property / author: Tao Zha / rank @@
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@@ Property / title @@
+A Gibbs sampler for structural vector autoregressions (English)
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@@ Property / zbMATH Open document ID @@
+.62149
@@ Property / zbMATH Open document ID: 1187.62149 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5356904
@@ Property / zbMATH DE Number: 5356904 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+simultaneity
@@ Property / zbMATH Keywords: simultaneity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+importance sampling
@@ Property / zbMATH Keywords: importance sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gibbs sampler
@@ Property / zbMATH Keywords: Gibbs sampler / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Identification of linear stochastic models with covariance restrictions
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood from the Gibbs Output
@@ Property / cites work: Marginal Likelihood from the Gibbs Output / rank @@
+Normal rank
@@ Property / cites work @@
+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
+Normal rank
@@ Property / cites work @@
+Price flexibility in channels of distribution: Eevidence from scanner data.
+Normal rank
@@ Property / cites work @@
+Q4369443
@@ Property / cites work: Q4369443 / rank @@
+Normal rank
@@ Property / cites work @@
+Using simulation methods for bayesian econometric models: inference, development,and communication
+Normal rank
@@ Property / cites work @@
+Error Bands for Impulse Responses
@@ Property / cites work: Error Bands for Impulse Responses / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
+Normal rank
@@ Property / cites work @@
+Likelihood preserving normalization in multiple equation models
+Normal rank
@@ Property / cites work @@
+Q5659019
@@ Property / cites work: Q5659019 / rank @@
+Normal rank
@@ Property / cites work @@
+Block recursion and structural vector autoregressions
+Normal rank
@@ Property / DOI @@
+.1016/S0165-1889(02)00168-9
@@ Property / DOI: 10.1016/S0165-1889(02)00168-9 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:97972