System Priors for Econometric Time Series /

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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Bibliografiske detaljer
Hovedforfatter:	Andrle, Michal
Andre forfattere:	Plaail, Miroslav
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2016.
Serier:	IMF Working Papers; Working Paper ; No. 2016/231
Fag:	Time Series WP
Online adgang:	Full text available on IMF

Lignende værker

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