Autoregressions in small samples, priors about observables and initial conditions :: Marek Jarocinski :: Centre for Economic Performance, London School of Economics and Political Science 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Autoregressions in small samples, priors about observables and initial conditions
Author Marek Jarocinski
Contributors Albert Marcet, Albert Marcet, Economic & Social Research Council
Publisher Centre for Economic Performance, London School of Economics and Political Science
Publication date 2011
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on Dec. 11, 2012).
"July 2011."
"Economic & Social Research Council."

Topics

Vector analysis
Autoregression (Statistics)
Estimation theory
Bayesian statistical decision theory
Monetary policy
Initial value problems

Catalogue Data

OBNB ID GBB333465
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.536

ISBD

P1053 1 online resource (51 p.)
P1042 Includes bibliographical references (p. 48-51).

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Autoregressions in small samples, priors about observables and initial conditions by Marek Jarocinski. Published by Centre for Economic Performance, London School of Economics and Political Science in 2011. Publication and catalogue information, links to buy online and reader comments.