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Date: 2012-11-16 11:11:49Hyperprior Empirical Bayes method Hierarchical Bayes model Hyperparameter Prior probability Bayesian inference Bayesian VAR Marginal likelihood Likelihood function Bayesian statistics Statistics Conjugate prior | WORKING PAPER SERIES NO[removed]november 2012 Prior Selection for Vector Autoregressions Domenico Giannone, Michele LenzaAdd to Reading ListSource URL: www.ecb.europa.euDownload Document from Source WebsiteFile Size: 809,51 KBShare Document on Facebook |