A Gibbs sampler for structural vector autoregressions (Q97972)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5356904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Gibbs sampler for structural vector autoregressions |
scientific article; zbMATH DE number 5356904 |
Statements
28
0 references
2
0 references
349-366
0 references
November 2003
0 references
24 October 2008
0 references
A Gibbs sampler for structural vector autoregressions (English)
0 references
simultaneity
0 references
importance sampling
0 references
Gibbs sampler
0 references
0 references
0.91157985
0 references
0.90409553
0 references
0.9032216
0 references
0.8931088
0 references
0.89163685
0 references
Tao Zha
0 references
