Prior Selection for Vector Autoregressions∗ Domenico Giannone Universit´e Libre de Bruxelles and CEPR Michele Lenza European Central Bank

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Date: 2013-10-10 10:20:32 Hyperprior Hyperparameter Empirical Bayes method Prior probability Bayesian inference Hierarchical Bayes model Bayesian VAR Vector autoregression Ordinary least squares Statistics Bayesian statistics Conjugate prior		Prior Selection for Vector Autoregressions∗ Domenico Giannone Universit´e Libre de Bruxelles and CEPR Michele Lenza European Central Bank Add to Reading List Source URL: faculty.wcas.northwestern.edu Download Document from Source Website File Size: 688,92 KB Share Document on Facebook

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