Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236)
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scientific article; zbMATH DE number 803345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models |
scientific article; zbMATH DE number 803345 |
Statements
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (English)
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14 November 1995
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Gibbs sampling
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Metropolis algorithm
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data augmentation
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Bayes factor
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hierarchical model
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vector autoregressive process
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vector moving average process
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time-varying parameter model
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state space model
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Markov chain Monte Carlo methods
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Zellner's SUR model
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Bayes estimation
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model adequacy checking
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efficient algorithm
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