Asymmetric conjugate priors for large Bayesian VARs (Q6088779)
From MaRDI portal
scientific article; zbMATH DE number 7766828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric conjugate priors for large Bayesian VARs |
scientific article; zbMATH DE number 7766828 |
Statements
Asymmetric conjugate priors for large Bayesian VARs (English)
0 references
16 November 2023
0 references
shrinkage prior
0 references
marginal likelihood
0 references
optimal hyperparameters
0 references
structural VAR
0 references
sign restrictions
0 references
0 references
0 references
0 references
0 references
0 references
