Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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Publication:116057
DOI10.1561/0800000013zbMath1193.91117OpenAlexW3123654570MaRDI QIDQ116057
Gary Koop, Dimitris Korobilis, Gary Koop
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
Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Numerical analysis or methods applied to Markov chains (65C40)
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