Robust Bayes Inference for Non-Identified SVARs∗ Raﬀaella Giacomini†and Toru Kitagawa‡ This draft: March, 2014 Abstract This paper considers a robust Bayes inference for structural vector autoregressions, where - Frequentist probability - Document - PDFSEARCH.IO

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	Robust Bayes Inference for Non-Identified SVARs∗ Raﬀaella Giacomini†and Toru Kitagawa‡ This draft: March, 2014 Abstract This paper considers a robust Bayes inference for structural vector autoregressions, where Add to Reading List Document Date: 2014-05-15 03:43:45 Open Document File Size: 434,54 KB Share Result on Facebook Company Bayes / / Currency cent / / / Facility University College London / Tinbergen Institute / Hitotsubashi University / / Organization Tinbergen Institute / University College London / Department of Economics / Bank of Canada / ESRC Centre for Microdata Methods and Practice / Hitotsubashi University / / Person Frank Kleibergen / Frank Schorfheide / Eleonora Granziela / Toru Kitagawa / Chamberlain / / Position researcher / / SocialTag Statistical theory Bayesian inference Prior probability Credible interval Robust Bayes analysis Frequentist inference Bayesian linear regression Conjugate prior Statistics Bayesian statistics

Robust Bayes Inference for Non-Identified SVARs∗ Raﬀaella Giacomini†and Toru Kitagawa‡ This draft: March, 2014 Abstract This paper considers a robust Bayes inference for structural vector autoregressions, whereAdd to Reading List