Библиография

Распределение Миннесоты

Литература:

Doan T. Forecasting and conditional projection using realistic prior distributions / T. Doan, R. Litterman, C. A. Sims // Econometric reviews. – 1984. – Vol. 3, № 1. – P. 1–100.

Litterman R. Forecasting with Bayesian vector autoregressions – five years of experience // Journal of Business & Economic Statistics. – 1986. – Vol. 4, № 1. – P. 25–38.

Kadiyala K. R. Numerical Methods for Estimation and Inference in Bayesian VAR-Models / K. R. Kadiyala, S. Karlsson // Journal of Applied Econometrics. – 1997. – Vol. 12, № 2. – P. 99–132.

Canova F. Methods for applied macroeconomic research. – Princeton : Princeton University Press, 2011.

Handbook of economic forecasting. Vol. 2A / ed. by G. Elliott, A. Timmermann. – Amsterdam : North Holland, 2013. – (Handbooks in economics).

Giannone D. Prior selection for vector autoregressions / D. Giannone, M. Lenza, G. E. Primiceri // Review of Economics and Statistics. – 2015. – Vol. 97, № 2. – P. 436–451.