Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models |
scientific article; zbMATH DE number 803345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models |
scientific article; zbMATH DE number 803345 |
Statements
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (English)
0 references
14 November 1995
0 references
Gibbs sampling
0 references
Metropolis algorithm
0 references
data augmentation
0 references
Bayes factor
0 references
hierarchical model
0 references
vector autoregressive process
0 references
vector moving average process
0 references
time-varying parameter model
0 references
state space model
0 references
Markov chain Monte Carlo methods
0 references
Zellner's SUR model
0 references
Bayes estimation
0 references
model adequacy checking
0 references
efficient algorithm
0 references
0 references
0 references
0 references
0.8031445145606995
0 references
0.757951557636261
0 references
