Usage of different prior distributions in Bayesian vector autoregressive models

zbMATH Open1175.37082MaRDI QIDQ3635855FDOQ3635855

Authors: Volkan Seving, G. Ergün 

Publication date: 6 July 2009

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zbMATH Keywords

prior distributionsvector autoregressive modelsBayes' theoremBayesian approachBayesian vector autoregressive models

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

Cited In (1)

• Sensitivity of priors in the presence of collinearity in vector autoregressive model: a Monte Carlo study

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