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Bayesian vector autoregression
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31	PDF Document Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2008-09-21 11:56:58 Regression analysis Time series analysis Data analysis Vector autoregression Normal distribution Model theory Prior probability Bayesian inference Bayesian VAR Statistics Econometrics Bayesian statistics
32	PDF Document Add to Reading List Source URL: www.cepr.org Language: English - Date: 2014-03-13 11:32:30 Estimation theory Statistical theory Bayesian inference Bayesian linear regression Loss function Bayesian VAR Bayes factor Vector autoregression Linear regression Statistics Bayesian statistics Econometrics
33	Vector Autoregressive Forecasts of Recession and Recovery: Is Less More? Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-06-23 11:37:51 Estimation theory Regression analysis Data analysis Vector autoregression Forecasting Multicollinearity Linear regression Forecast error Bayesian VAR Statistics Econometrics Time series analysis
34	Economic Review. Quarter II 1985 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-06-23 11:43:52 Vector autoregression Forecasting Linear regression Economic model Regression analysis Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Multicollinearity Bayesian VAR Statistics Econometrics Time series analysis
35	Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-11-19 16:40:54 Econometrics Statistical theory Statistical inference Dynamic stochastic general equilibrium Vector autoregression Maximum likelihood Prior probability Bayesian inference Generalized method of moments Statistics Bayesian statistics Estimation theory
36	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-05-03 10:26:02 Econometrics Probability theory Data analysis Forecasting Conjugate prior Law of large numbers Vector autoregression Marginal likelihood Statistics Time series analysis Bayesian statistics
37	ECO 513 Fall 2005 C. Sims Add to Reading List Source URL: sims.princeton.edu Language: English - Date: 2010-11-18 17:01:47 Time series analysis Multivariate statistics Bayesian statistics Vector autoregression Prior probability Parameter Variance Unit root Seemingly unrelated regressions Statistics Econometrics Regression analysis
38	Wo r k i n g Pa p e r S e r i e S NO[removed]o c t o b e r 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-10-16 04:45:39 Bayesian statistics Philosophy of science Bayesian VAR Vector autoregression Causality Regression analysis Bayesian inference Gibbs sampling Marginal likelihood Statistics Econometrics Time series analysis
39	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-17 11:41:34 Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics Bayesian statistics Time series analysis
40	Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2010-05-19 14:17:16 Statistical forecasting Bayesian statistics Data analysis Forecasting Vector autoregression Bayesian VAR Prior probability Bayesian inference Regression analysis Statistics Econometrics Time series analysis

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