Bayesian stochastic search for VAR model restrictions (Q290981): Difference between revisions
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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Bayesian VAR | |||
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stochastic search | |||
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Markov chain Monte Carlo | |||
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Revision as of 20:46, 27 June 2023
scientific article
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English | Bayesian stochastic search for VAR model restrictions |
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Bayesian stochastic search for VAR model restrictions (English)
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3 June 2016
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Bayesian VAR
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stochastic search
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Markov chain Monte Carlo
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