Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307)
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scientific article; zbMATH DE number 7704499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing stochastic volatility specifications for large Bayesian VARs |
scientific article; zbMATH DE number 7704499 |
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Comparing stochastic volatility specifications for large Bayesian VARs (English)
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29 June 2023
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large vector autoregression
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marginal likelihood
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Bayesian model comparison
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stochastic volatility
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shrinkage prior
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