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Prior Selection for Vector Autoregressions - MaRDI portal

Prior Selection for Vector Autoregressions (Q71235)

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scientific article
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English
Prior Selection for Vector Autoregressions
scientific article

    Statements

    DOI
    10.1162/rest_a_00483
    0 references
    volume
    97
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    issue
    2
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    page(s)
    436-451
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    publication date
    May 2015
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    author
    Domenico Giannone
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    Michele Lenza
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    Giorgio E. Primiceri
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