Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3012964614 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dirichlet–Laplace Priors for Optimal Shrinkage / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Macroeconomics and the reality of mixed frequency data / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Large time-varying parameter VARs / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors / rank | |||
Normal rank | |||
Latest revision as of 01:13, 23 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient inference in large Bayesian mixed frequency VARs |
scientific article |
Statements
Computationally efficient inference in large Bayesian mixed frequency VARs (English)
0 references
7 July 2020
0 references
mixed frequency
0 references
variational inference
0 references
vector autoregression
0 references
stochastic volatility
0 references
hierarchical prior
0 references
forecasting
0 references
