Bayesian compressed vector autoregressions (Q1740345): Difference between revisions

@@ Property / describes a project that uses @@
+bvarsv
@@ Property / describes a project that uses: bvarsv / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3124039655
@@ Property / OpenAlex ID: W3124039655 / rank @@
+Normal rank
@@ Property / cites work @@
+Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
+Normal rank
@@ Property / cites work @@
+Structural analysis with multivariate autoregressive index models
+Normal rank
@@ Property / cites work @@
+Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+Compressed sensing
@@ Property / cites work: Compressed sensing / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Model Specification Search for Time-Varying Parameter VARs
+Normal rank
@@ Property / cites work @@
+Complete subset regressions
@@ Property / cites work: Complete subset regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Complete subset regressions with large-dimensional sets of predictors
+Normal rank
@@ Property / cites work @@
+Bayesian stochastic search for VAR model restrictions
+Normal rank
@@ Property / cites work @@
+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 @@
+Normal rank
@@ Property / cites work @@
+Bayesian Compressed Regression
@@ Property / cites work: Bayesian Compressed Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Model Averaging and Dimension Selection for the Singular Value Decomposition
+Normal rank
@@ Property / cites work @@
+Extensions of Lipschitz mappings into a Hilbert space
+Normal rank
@@ Property / cites work @@
+Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
+Normal rank
@@ Property / cites work @@
+Large time-varying parameter VARs
@@ Property / cites work: Large time-varying parameter VARs / rank @@
+Normal rank
@@ Property / cites work @@
+The Bayesian Lasso
@@ Property / cites work: The Bayesian Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Time Varying Structural Vector Autoregressions and Monetary Policy
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Q5659019
@@ Property / cites work: Q5659019 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1740345