Choosing between identification schemes in noisy-news models

DOI10.1515/snde-2020-0016OpenAlexW3089390368MaRDI QIDQ2700532

Gary Koop, Joshua C. C. Chan, Eric Eisenstat

Publication date: 27 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2020-0016

zbMATH Keywords

Bayesian estimationstructural identificationSavage-Dickey density ratiovector autoregressive moving average modelsnoise shocks

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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