Large time-varying parameter VARs (Q2453080): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: bvarsv / rank | |||
Normal rank | |||
Revision as of 06:40, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large time-varying parameter VARs |
scientific article |
Statements
Large time-varying parameter VARs (English)
0 references
6 June 2014
0 references
Bayesian VAR
0 references
forecasting
0 references
time-varying coefficients
0 references
state-space model
0 references
