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Hyperprior / Empirical Bayes method / Hierarchical Bayes model / Hyperparameter / Prior probability / Bayesian inference / Bayesian VAR / Marginal likelihood / Likelihood function / Bayesian statistics / Statistics / Conjugate prior
Date: 2012-11-16 11:11:49
Hyperprior
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 Lenza

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