Prior selection for vector autoregressions :: Domenico Giannone :: Centre for Economic Policy Research 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title Prior selection for vector autoregressions
Author Domenico Giannone
Contributors Michele Lenza, Giorgio E. Primiceri, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2012
Publication location London
Language English

Descriptive Notes

"January 2012."
"International macroeconomics"--Cover.

Topics

Econometric models
Autoregression (Statistics)

Catalogue Data

OBNB ID GBB2C1112
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.01519536

ISBD

P1053 30 p.
P1042 Includes bibliographical references.

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Prior selection for vector autoregressions by Domenico Giannone. Published by Centre for Economic Policy Research in 2012. Publication and catalogue information, links to buy online and reader comments.