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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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2016.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2016/231 |
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| Online adgang: | Full text available on IMF |