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...

書誌詳細
第一著者:	Andrle, Michal
その他の著者:	Plaail, Miroslav
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2016.
シリーズ:	IMF Working Papers; Working Paper ; No. 2016/231
主題:	Time Series WP
オンライン･アクセス:	Full text available on IMF

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