Deviance Information Criterion for Comparing VAR Models (Q5133521)
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scientific article; zbMATH DE number 7272404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviance Information Criterion for Comparing VAR Models |
scientific article; zbMATH DE number 7272404 |
Statements
Deviance Information Criterion for Comparing VAR Models (English)
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10 November 2020
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Bayes factor
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deviance information criterion (DIC)
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vector autoregression (VAR) models
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Markov chain Monte Carlo
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