Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems
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DOI: 10.3390/econometrics7010008
Abstract: This paper provides an overview of a time-varying Structural Panel Bayesian Vector Autoregression model that deals with model misspecification and unobserved heterogeneity problems in applied macroeconomic analyses when studying time-varying relationships and dynamic interdependencies among… read more here.
Keywords: model misspecification; unobserved heterogeneity; model; structural panel ... See more keywords