Robust Bayes Inference for Non-Identified SVARs∗ Raﬀaella Giacomini†and Toru Kitagawa‡ This draft: March, 2014 Abstract This paper considers a robust Bayes inference for structural vector autoregressions, where

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Date: 2014-05-15 03:43:45 Statistical theory Bayesian inference Prior probability Credible interval Robust Bayes analysis Frequentist inference Bayesian linear regression Conjugate prior Statistics Bayesian statistics Statistical inference		Robust Bayes Inference for Non-Identified SVARs∗ Raﬀaella Giacomini†and Toru Kitagawa‡ This draft: March, 2014 Abstract This paper considers a robust Bayes inference for structural vector autoregressions, where Add to Reading List Source URL: ias.ust.hk Download Document from Source Website File Size: 434,54 KB Share Document on Facebook

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