estimate references update #42

R/estimate.R

@@ -40,7 +40,7 @@
 #' @param thin a positive integer, specifying the frequency of MCMC output thinning
 #' @param show_progress a logical value, if \code{TRUE} the estimation progress bar is visible
 #' 
-#' @return An object of class PosteriorBSVARSIGN containing the Bayesian estimation output and containing two elements:
+#' @return An object of class \code{PosteriorBSVARSIGN} containing the Bayesian estimation output and containing two elements:
 #' 
 #'  \code{posterior} a list with a collection of \code{S} draws from the posterior distribution generated via Gibbs sampler containing:
 #'  \describe{
@@ -59,18 +59,16 @@
 #'
 #' @author Tomasz Woźniak \email{[email protected]}, Xiaolei Wang \email{[email protected]}
 #' 
-#' @references Sampling from the generalised-normal full conditional posterior distribution of matrix \eqn{B} is implemented using the Gibbs sampler by:
-#' 
-#' Waggoner, D.F., and Zha, T., (2003) A Gibbs sampler for structural vector autoregressions. \emph{Journal of Economic Dynamics and Control}, \bold{28}, 349--366, \doi{https://doi.org/10.1016/S0165-1889(02)00168-9}.
-#'
-#' Sampling from the multivariate normal full conditional posterior distribution of each of the \eqn{A} matrix row is implemented using the sampler by:
-#' 
-#' Chan, J.C.C., Koop, G, and Yu, X. (2021) Large Order-Invariant Bayesian VARs with Stochastic Volatility.
-#' 
-#' Narrative sign restrictions are implemented using algorithm 1 in:
-#' 
-#' Antolín-Díaz, J., & Rubio-Ramírez, J. F. (2018). Narrative sign restrictions for SVARs.
+#' @references 
 #' 
+#'  Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, <doi:10.1257/aer.20161852>.
+#'  
+#'  Arias, Rubio-Ramírez, & Waggoner (2018), Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications, Econometrica, 86(2), 685-720, <doi:10.3982/ECTA14468>.
+#'  
+#'  Giannone, Lenza, Primiceri (2015) Prior Selection for Vector Autoregressions, Review of Economics and Statistics, 97(2), 436-451 <doi:10.1162/REST_a_00483>.
+#'  
+#'  Rubio-Ramírez, Waggoner & Zha (2010) Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference, The Review of Economic Studies, 77(2), 665-696, <doi:10.1111/j.1467-937X.2009.00578.x>.
+#'  
 #' @method estimate BSVARSIGN
 #' 
 #' @examples