Composite likelihood methods for large Bayesian VARs with stochastic volatility

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Bibliographic Details
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:	Australian National University: CAMA working paper series ; 2018, 26 (May 2018)
Subjects:	Bayesian large VAR composite likelihood prediction pools stochastic volatility Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen

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