Prior Selection for Vector Autoregressions

Review of Economics and Statistics 2015 / 05 Vol. 97; Iss. 2

Prior Selection for Vector Autoregressions

Giannone, Domenico, Lenza, Michele, Primiceri, Giorgio E.
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Volume:
97
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/rest_a_00483
Date:
May, 2015
File:
PDF, 655 KB
english, 2015
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