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BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R - MaRDI portal

BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R (Q91943)

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scientific article
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BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R
scientific article

    Statements

    volume
    104
    0 references
    issue
    9
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    publication date
    2022
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    author
    Maximilian Boeck
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    Martin Feldkircher
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    Florian Huber
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    Identifiers

    DOI
    10.18637/JSS.V104.I09
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