Bayesian multivariate time series methods for empirical macroeconomics
Macroeconomic practitioners frequently work with multivariate time series models such as VARs, factor augmented VARs as well as time-varying parameter versions of these models (including variants with multivariate stochastic volatility). These models have a large number of parameters and, thus, over...
|Place of publication:||
Hanover, Mass Now Publishers c2010.
|published in:||Foundations and trends in econometrics Vol. 3; no. 4; pp. 267 - 358|
|Data of publication:||c2010.|
|Dewey Decimal Classification:|| 330.015195
Foundations and trends in econometrics
|Online Access:||available in Bonn?|
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