Bayesian compressed vector autoregressions (Q1740345): Difference between revisions

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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
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+Stochastic Model Specification Search for Time-Varying Parameter VARs
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+Complete subset regressions
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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
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+Bayesian reduced rank regression in econometrics
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+Bayesian Compressed Regression
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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
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+The Bayesian Lasso
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+Time Varying Structural Vector Autoregressions and Monetary Policy
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+Asymptotic Inference about Predictive Ability
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+Q5659019
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