Time varying VARs with inequality restrictions (Q545190)

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Time varying VARs with inequality restrictions
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    title
    Time varying VARs with inequality restrictions (English)
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    author
    Simon M. Potter
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    Gary Koop
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    publication date
    22 June 2011
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    Mathematics Subject Classification ID
    91B82
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    62M10
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    65C05
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    65C40
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    zbMATH DE Number
    5911179
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    zbMATH Keywords
    Bayesian
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    state space model
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    Markov chain Monte Carlo
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    Metropolis-Hastings
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    describes a project that uses
    bvarsv
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    R
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    OpenAlex ID
    W1969346552
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