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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
[Place of publication not identified] :
International Monetary Fund,
2016.
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| Collection: | IMF working paper ;
WP/16/231. |
| Sujets: | |
| Accès en ligne: | Texto completo |