impulso
  • PyPI
/
  • Tutorials
    • Fitting Your First Bayesian VAR
    • Probabilistic Forecasts
    • Structural Shocks in the Atmosphere
    • Identification in structural VARs: Cholesky vs sign restrictions
    • Stochastic volatility: modelling time-varying uncertainty
    • Oil supply news with an external instrument
    • The conjugate VAR: fast Bayesian estimation
    • Estimating a VAR after March 2020
  • How-To Guides
    • Preparing Data for VARData
    • Writing a Custom Prior
    • Choosing Lag Order
    • Using Sign Restrictions
  • Explanation
    • What Is a Bayesian VAR?
    • The Minnesota Prior
    • Structural Identification
  • API Reference
    • Data
      • VARData
    • VAR Specification
      • VAR
      • select_lag_order
    • Priors
      • MinnesotaPrior
    • Samplers
      • NUTSSampler
    • FittedVAR
      • FittedVAR
    • IdentifiedVAR
      • IdentifiedVAR
    • Identification Schemes
      • Cholesky
      • SignRestriction
    • Results
      • VARResultBase
      • ForecastResult
      • IRFResult
      • FEVDResult
      • HistoricalDecompositionResult
      • HDIResult
      • LagOrderResult
      • SVForecastResult
      • VolatilityResult
    • Protocols
      • Prior
      • Sampler
      • IdentificationScheme
      • VolatilityProcess
    • Plotting
      • plot_forecast
      • plot_irf
      • plot_fevd
      • plot_historical_decomposition
      • plot_volatility
      • plot_sv_forecast
  • References
  1. impulso /
  2. API Reference /
  3. Priors
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Priors#

MinnesotaPrior

Minnesota prior for VAR coefficient shrinkage.
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MinnesotaPrior

2026, Thomas Pinder

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