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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Dettagli Bibliografici
Autore principale: Andrle, Michal
Altri autori: Plaail, Miroslav
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2016.
Serie:IMF Working Papers; Working Paper ; No. 2016/231
Soggetti:
Accesso online:Full text available on IMF

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