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...
| Автор: | |
|---|---|
| Інші автори: | |
| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2016.
|
| Серія: | IMF Working Papers; Working Paper ;
No. 2016/231 |
| Предмети: | |
| Онлайн доступ: | Full text available on IMF |