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

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2017.11.009
+Normal rank
@@ Property / OpenAlex ID @@
+W3123925750
@@ Property / OpenAlex ID: W3123925750 / rank @@
+Normal rank
@@ Property / cites work @@
+On the ergodicity properties of some adaptive MCMC algorithms
+Normal rank
@@ Property / cites work @@
+A Nonparametric Model for Stationary Time Series
@@ Property / cites work: A Nonparametric Model for Stationary Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
+Normal rank
@@ Property / cites work @@
+On adaptive Markov chain Monte Carlo algorithms
@@ Property / cites work: On adaptive Markov chain Monte Carlo algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse Bayesian infinite factor models
@@ Property / cites work: Sparse Bayesian infinite factor models / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
+Normal rank
@@ Property / cites work @@
+Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in regression models based on the theory of random fields
+Normal rank
@@ Property / cites work @@
+Smoothly mixing regressions
@@ Property / cites work: Smoothly mixing regressions / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive truncation method for inference in Bayesian nonparametric models
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+A Parametric Approach to Flexible Nonlinear Inference
+Normal rank
@@ Property / cites work @@
+Nonparametric vector autoregression
@@ Property / cites work: Nonparametric vector autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Thresholds and Smooth Transitions in Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q2896095
@@ Property / cites work: Q2896095 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Vector Autoregressions: Specification, Estimation, and Inference
+Normal rank
@@ Property / cites work @@
+Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
+Normal rank
@@ Property / cites work @@
+Impulse response analysis in nonlinear multivariate models
+Normal rank
@@ Property / cites work @@
+Structural Vector Autoregressions With Nonnormal Residuals
+Normal rank
@@ Property / cites work @@
+Identification and estimation of non-Gaussian structural vector autoregressions
+Normal rank
@@ Property / cites work @@
+ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
+Normal rank
@@ Property / cites work @@
+A floor and ceiling model of US output
@@ Property / cites work: A floor and ceiling model of US output / rank @@
+Normal rank
@@ Property / cites work @@
+Time Varying Structural Vector Autoregressions and Monetary Policy
+Normal rank
@@ Property / cites work @@
+Q4839399
@@ Property / cites work: Q4839399 / rank @@
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Regression density estimation using smooth adaptive Gaussian mixtures
+Normal rank
@@ Property / cites work @@
+Generalized smooth finite mixtures
@@ Property / cites work: Generalized smooth finite mixtures / rank @@
+Normal rank