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Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

G. Peters
B. Kannan
B. Lasscock
C. Mellen
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Papers citing "Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model"

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Title
Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals
Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals
P. Giordani
Robert Kohn
128
105
0
11 Jan 2008