Bayesian testing of restrictions on vector autoregressive models

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Publication:453023

DOI10.1016/J.JSPI.2012.04.019zbMATH Open1335.62147OpenAlexW1997911057MaRDI QIDQ453023FDOQ453023

Dongchu Sun, Shawn Ni

Publication date: 18 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.019





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