• Bayesian Estimator of Vector-Autoregressive Model Under the Entropy Loss 

    Ni, Shawn, 1962-; Dongchu, Sun (Department of Economics, 2002)
    The present study makes two contributions to the Bayesian Vector-Autoregression (VAR) literature. The first contribution is derivation of the Bayesian VAR estimator under the intrinsic entropy loss. The Bayesian estimator, ...