Pages that link to "Item:Q1740344"
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The following pages link to Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344):
Displaying 4 items.
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
