Common drifting volatility in large Bayesian VARs
Common drifting volatility in large Bayesian VARs is a book. It was written by Andrea Carriero and published by Centre for Economic Policy Research in 2012.
Key facts
- author: Andrea Carriero
- publication date: 2012
- book publisher: Centre for Economic Policy Research
- book series: Discussion paper series
- book subjects: Bayesian statistical decision theory, Economics-Statistical methods, Autoregression (Statistics)
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"Common drifting volatility in large Bayesian VARs" is one of the books by Andrea Carriero, books by Centre for Economic Policy Research and 2,617,384 books in our database.
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