Bayesian nonparametric vector autoregressive models (Q1706488): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: bvarsv / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2017.11.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123925750 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ergodicity properties of some adaptive MCMC algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nonparametric Model for Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for some adaptive MCMC algorithms with subgeometric kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: On adaptive Markov chain Monte Carlo algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse Bayesian infinite factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calculating posterior distributions and modal estimates in Markov mixture models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for neglected nonlinearity in regression models based on the theory of random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothly mixing regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive truncation method for inference in Bayesian nonparametric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Parametric Approach to Flexible Nonlinear Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric vector autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Thresholds and Smooth Transitions in Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2896095 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Vector Autoregressions: Specification, Estimation, and Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Multivariate Time Series Methods for Empirical Macroeconomics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse response analysis in nonlinear multivariate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Vector Autoregressions With Nonnormal Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and estimation of non-Gaussian structural vector autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A floor and ceiling model of US output / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Varying Structural Vector Autoregressions and Monetary Policy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839399 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression density estimation using smooth adaptive Gaussian mixtures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized smooth finite mixtures / rank
 
Normal rank

Revision as of 08:11, 15 July 2024

scientific article
Language Label Description Also known as
English
Bayesian nonparametric vector autoregressive models
scientific article

    Statements

    Bayesian nonparametric vector autoregressive models (English)
    0 references
    0 references
    0 references
    22 March 2018
    0 references
    vector autoregressive models
    0 references
    Dirichlet process prior
    0 references
    infinite mixtures
    0 references
    Markov chain Monte Carlo
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references