Bayesian stochastic search for VAR model restrictions (Q290981)
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scientific article; zbMATH DE number 6589320
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian stochastic search for VAR model restrictions |
scientific article; zbMATH DE number 6589320 |
Statements
Bayesian stochastic search for VAR model restrictions (English)
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3 June 2016
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Bayesian VAR
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stochastic search
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Markov chain Monte Carlo
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0.8239152431488037
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0.8153882622718811
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0.798424482345581
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0.7689043879508972
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