Computationally efficient inference in large Bayesian mixed frequency VARs
Deborah Gefang, Gary Koop, Aubrey Poon
Topics & Concepts
Markov chain Monte CarloBayesian probabilityComputer sciencePrior probabilityBayesian inferenceBayes factorBayesian vector autoregressionInferenceBayes' theoremDirichlet distributionEconometricsAlgorithmMathematicsArtificial intelligenceMathematical analysisBoundary value problemBayesian Methods and Mixture ModelsStatistical Methods and InferenceStatistical Methods and Bayesian Inference