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System Priors for Econometric Time Series /

The paper introduces "system priors", their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool to incorporate prior knowledge into an economic model. Unlike priors about in...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Andrle, Michal (Autor), Plašil, Mirosla (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Place of publication not identified] : International Monetary Fund, 2016.
Colección:IMF working paper ; WP/16/231.
Temas:
Acceso en línea:Texto completo