Enforcing Stationarity through the Prior in Vector Autoregressions (Q6047116)
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scientific article; zbMATH DE number 7746942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enforcing Stationarity through the Prior in Vector Autoregressions |
scientific article; zbMATH DE number 7746942 |
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Enforcing Stationarity through the Prior in Vector Autoregressions (English)
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9 October 2023
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partial autocorrelation matrix
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stan
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unconstrained reparameterization
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vector autoregressive model
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