Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380): Difference between revisions

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Latest revision as of 08:01, 20 July 2024

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Adaptive hierarchical priors for high-dimensional vector autoregressions
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    Adaptive hierarchical priors for high-dimensional vector autoregressions (English)
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    2 September 2019
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    Bayesian VARs
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    mixture prior
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    large datasets
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    macroeconomic forecasting
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