Composite likelihood methods for large Bayesian VARs with stochastic volatility

Saved in:

Authors and Corporations:

Chan, Joshua (Author), Eisenstat, Eric (Author), Hou, Chenghan (Author), Koop, Gary (Author)

Other Authors:

Eisenstat, Eric [Author] • Hou, Chenghan [Author] • Koop, Gary 1960- [Author]

Type of Resource:

E-Book

Language:

English

published:

[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2018

Series:

Subjects:

Bayesian

large VAR

composite likelihood

prediction pools

stochastic volatility

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Australian National University: CAMA working paper series