Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive hierarchical priors for high-dimensional vector autoregressions |
scientific article |
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Adaptive hierarchical priors for high-dimensional vector autoregressions (English)
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2 September 2019
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Bayesian VARs
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mixture prior
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large datasets
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macroeconomic forecasting
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