Prior selection for panel vector autoregressions (Q1659064): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prior selection for panel vector autoregressions |
scientific article |
Statements
Prior selection for panel vector autoregressions (English)
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15 August 2018
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Bayesian model selection
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shrinkage
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spike and slab priors
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forecasting
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large vector autoregression
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