Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (Q4614310)
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scientific article; zbMATH DE number 7008683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information |
scientific article; zbMATH DE number 7008683 |
Statements
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (English)
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30 January 2019
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vector autoregressions
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sign restrictions
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Bayesian inference
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set identification
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informative priors
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long-run restrictions
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