Asymmetric conjugate priors for large Bayesian VARs (Q6088779)
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scientific article; zbMATH DE number 7766828
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| English | Asymmetric conjugate priors for large Bayesian VARs |
scientific article; zbMATH DE number 7766828 |
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Asymmetric conjugate priors for large Bayesian VARs (English)
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16 November 2023
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shrinkage prior
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marginal likelihood
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optimal hyperparameters
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structural VAR
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sign restrictions
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