Comparing hybrid time-varying parameter VARs
type: Item
instance of: scholarly article
title: Comparing hybrid time-varying parameter VARs
zbMATH Open document ID: 1402.62197
author: Joshua C. C. Chan
author: Eric Eisenstat
published in: Economics Letters
publication date: 2018-10-08T00:00:00Z
full work available at URL: http://hdl.handle.net/10453/130080
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6948313
zbMATH Keywords: state space
zbMATH Keywords: marginal likelihood
zbMATH Keywords: Bayesian model comparison
describes a project that uses: bvarsv
MaRDI profile type: Publication
OpenAlex ID: W2811020458
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DOI: 10.1016/J.ECONLET.2018.06.031
description: scientific article; zbMATH DE number 6948313