Pages that link to "Item:Q392083"
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The following pages link to A Bayesian analysis of normalized VAR models (Q392083):
Displaying 13 items.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Large Bayesian VARMAs (Q281043) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States (Q2226859) (← links)
- Editorial for special issue: Vector autoregressions (Q2236877) (← links)
- Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371) (← links)
- A Prior for Impulse Responses in Bayesian Structural VAR Models (Q3160935) (← links)
- (Q4369005) (← links)
