Pages that link to "Item:Q1740294"
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The following pages link to Priors about observables in vector autoregressions (Q1740294):
Displaying 7 items.
- Econometrics with system priors (Q1629650) (← links)
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Vector distributed lag models with smoothness priors (Q1896100) (← links)
- A Prior for Impulse Responses in Bayesian Structural VAR Models (Q3160935) (← links)
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations (Q6573072) (← links)
- Posterior manifolds over prior parameter regions: beyond pointwise sensitivity assessments for posterior statistics from MCMC inference (Q6645248) (← links)
