Pages that link to "Item:Q97972"
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The following pages link to A Gibbs sampler for structural vector autoregressions (Q97972):
Displaying 18 items.
- bsvars (Q97975) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Debt and stabilization policy: evidence from a Euro area FAVAR (Q1657627) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Tentative evidence of tax foresight (Q1934092) (← links)
- Inference in Bayesian proxy-SVARs (Q2236884) (← links)
- Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371) (← links)
- Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
- Unconventional monetary policy in a small open economy (Q2661832) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- (Q5120592) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
