Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (Q2116349)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors |
scientific article; zbMATH DE number 7491169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' |
scientific article; zbMATH DE number 7491169 |
Statements
Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (English)
0 references
16 March 2022
0 references
Markov chain Monte Carlo
0 references
vector autoregressions
0 references
stochastic volatility
0 references
