System Priors for Econometric Time Series

System Priors for Econometric Time Series
The paper introduces “system priors”, their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool to incorporate prior knowledge into an economic model. Unlike priors about individual parameters, system priors offer a simple and... READ MORE...

Publication date: November 2016
ISBN 9781475555820
$18.00

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