Pages that link to "Item:Q1810683"

The following pages link to Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683):

Displaying 14 items.

• A Bayesian analysis of normalized VAR models (Q392083) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
• Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• Comparing DSGE-VAR forecasting models: how big are the differences? (Q2271676) (← links)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty (Q4975558) (← links)
• Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
• Comment on An and Schorfheide's Bayesian Analysis of DSGE Models (Q5292347) (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
• Critique of p‐Values (Q5446538) (← links)
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
• Intrinsic Bayesian estimation of linear time series models (Q5880092) (← links)