Bayesian compressed vector autoregressions (Q1740345): Difference between revisions

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+W3124039655
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+Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
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+Structural analysis with multivariate autoregressive index models
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+Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
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+Compressed sensing
@@ Property / cites work: Compressed sensing / rank @@
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+Stochastic Model Specification Search for Time-Varying Parameter VARs
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+Complete subset regressions
@@ Property / cites work: Complete subset regressions / rank @@
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+Complete subset regressions with large-dimensional sets of predictors
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+Bayesian stochastic search for VAR model restrictions
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+Q4171478
@@ Property / cites work: Q4171478 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian reduced rank regression in econometrics
@@ Property / cites work: Bayesian reduced rank regression in econometrics / rank @@
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+Bayesian Compressed Regression
@@ Property / cites work: Bayesian Compressed Regression / rank @@
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+Model Averaging and Dimension Selection for the Singular Value Decomposition
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+Extensions of Lipschitz mappings into a Hilbert space
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+Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
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+Large time-varying parameter VARs
@@ Property / cites work: Large time-varying parameter VARs / rank @@
+Normal rank
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+The Bayesian Lasso
@@ Property / cites work: The Bayesian Lasso / rank @@
+Normal rank
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+Time Varying Structural Vector Autoregressions and Monetary Policy
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+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
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+Q5659019
@@ Property / cites work: Q5659019 / rank @@
+Normal rank