Bayesian analysis of vector-autoregressive models with noninformative priors

Journal of Statistical Planning and Inference

Volumn 121, Issue 2, 2004, Pages 291-309

  Sun, Dongchu ^a   Ni, Shawn ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Jeffreys prior; Loss function; Markov chain Monte Carlo; Multi goods consumption

Indexed keywords

EID: 0742306390     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00116-2     Document Type: Article

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