Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236): Difference between revisions

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Latest revision as of 17:32, 23 May 2024

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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
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    Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (English)
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    14 November 1995
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    Gibbs sampling
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    Metropolis algorithm
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    data augmentation
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    Bayes factor
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    hierarchical model
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    vector autoregressive process
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    vector moving average process
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    time-varying parameter model
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    state space model
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    Markov chain Monte Carlo methods
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    Zellner's SUR model
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    Bayes estimation
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    model adequacy checking
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    efficient algorithm
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