Asymmetric conjugate priors for large Bayesian VARs

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Bibliographic Details

Authors and Corporations:	Chan, Joshua (Author)
Type of Resource:	E-Book
Language:	English
published:	[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2019
Series:	Australian National University: CAMA working paper series ; 2019, 51 (July 2019)
Subjects:	shrinkage prior forecasting marginal likelihood optimal hyperparameters structural VAR Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen