Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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Publication:116057
DOI10.1561/0800000013zbMath1193.91117MaRDI QIDQ116057
Gary Koop, Gary Koop, Dimitris Korobilis
Publication date: 2009
Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1561/0800000013
62P20: Applications of statistics to economics
62F15: Bayesian inference
91B84: Economic time series analysis
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
65C40: Numerical analysis or methods applied to Markov chains
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