Bayesian testing of restrictions on vector autoregressive models (Q453023): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Dongchu Sun / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Shawn Ni / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6083689 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Bayesian VAR | |||
| Property / zbMATH Keywords: Bayesian VAR / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Bayes factor | |||
| Property / zbMATH Keywords: Bayes factor / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
MCMC | |||
| Property / zbMATH Keywords: MCMC / rank | |||
Normal rank | |||
Revision as of 10:53, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian testing of restrictions on vector autoregressive models |
scientific article |
Statements
Bayesian testing of restrictions on vector autoregressive models (English)
0 references
18 September 2012
0 references
Bayesian VAR
0 references
Bayes factor
0 references
MCMC
0 references
