Prior selection for panel vector autoregressions (Q1659064): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1869633147 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bayesian Selection and Clustering of Polymorphisms in Functionally Related Genes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bayesian stochastic search for VAR model restrictions / 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: Forecasting in vector autoregressions with many predictors / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:07, 16 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prior selection for panel vector autoregressions |
scientific article |
Statements
Prior selection for panel vector autoregressions (English)
0 references
15 August 2018
0 references
Bayesian model selection
0 references
shrinkage
0 references
spike and slab priors
0 references
forecasting
0 references
large vector autoregression
0 references
