Bayesian testing of restrictions on vector autoregressive models (Q453023)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bayesian testing of restrictions on vector autoregressive models
scientific article

    Statements

    Bayesian testing of restrictions on vector autoregressive models (English)
    0 references
    0 references
    0 references
    18 September 2012
    0 references
    0 references
    Bayesian VAR
    0 references
    Bayes factor
    0 references
    MCMC
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references