Bayesian Dynamic Tensor Regression

DOI10.1080/07350015.2022.2032721arXiv1709.09606WikidataQ114100316 ScholiaQ114100316MaRDI QIDQ6149856

Matteo Iacopini, Sylvia Kaufmann, Monica Billio, Roberto Casarin

Publication date: 5 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.09606

zbMATH Keywords

forecasting; Bayesian inference; dynamic networks; tensor models; multidimensional autoregression

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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