Time varying VARs with inequality restrictions (Q545190)
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scientific article; zbMATH DE number 5911179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying VARs with inequality restrictions |
scientific article; zbMATH DE number 5911179 |
Statements
Time varying VARs with inequality restrictions (English)
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22 June 2011
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Bayesian
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state space model
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Markov chain Monte Carlo
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Metropolis-Hastings
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