Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of vector-autoregressive models with noninformative priors. |
scientific article |
Statements
Bayesian analysis of vector-autoregressive models with noninformative priors. (English)
0 references
14 March 2004
0 references
Jeffreys prior
0 references
Markov chain Monte Carlo
0 references
Loss function
0 references
Multi-goods
0 references
consumption
0 references
