Bayesian stochastic search for VAR model restrictions (Q290981)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bayesian stochastic search for VAR model restrictions
scientific article

    Statements

    Bayesian stochastic search for VAR model restrictions (English)
    0 references
    0 references
    0 references
    0 references
    3 June 2016
    0 references
    Bayesian VAR
    0 references
    stochastic search
    0 references
    Markov chain Monte Carlo
    0 references

    Identifiers