Bayesian estimates for vector autoregressive models

Journal of Business and Economic Statistics

Volumn 23, Issue 1, 2005, Pages 105-117

  Ni, Shawn ^a   Sun, Dongchu ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Bayesian VAR; LINEX loss; Noninformative priors; Pseudoentropy loss; Quadratic loss; Student t distribution

Indexed keywords

EID: 12344330368     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000622     Document Type: Article

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