Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models (Q2635212)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models |
scientific article |
Statements
Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models (English)
0 references
11 February 2016
0 references
cointegrated vector autoregression
0 references
adaptive Markov chain Monte Carlo
0 references
Bayes factor
0 references
