Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (Q2116349)
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scientific article; zbMATH DE number 7491169
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| English | Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' |
scientific article; zbMATH DE number 7491169 |
Statements
Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (English)
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16 March 2022
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Markov chain Monte Carlo
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vector autoregressions
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stochastic volatility
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