Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
type: Item
instance of: scholarly article
title: Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
author: Mark Bognanni
published in: Journal of Econometrics
publication date: 2022-03-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7491169
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: vector autoregressions
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.10.008
OpenAlex ID: W3217572975
cites work: Sequential Bayesian inference for vector autoregressions with stochastic volatility
cites work: Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
cites work: Contemporary Bayesian Econometrics and Statistics
cites work: Q3219581
DOI: 10.1016/J.JECONOM.2021.10.008
description: scientific article; zbMATH DE number 7491169