Diagnostic analystics in the Bayesian vector autoregressive model
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Cites work
- A score test for detecting extreme values in a vector autoregressive model
- Adaptive hierarchical priors for high-dimensional vector autoregressions
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
- Bayesian influence analysis: a geometric approach
- Bayesian local influence analysis of skew-normal spatial dynamic panel data models
- Bayesian local influence for spatial autoregressive models with heteroscedasticity
- Bayesian local influence for survival models
- Bayesian multivariate time series methods for empirical macroeconomics
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Bayesian stochastic search for VAR model restrictions
- Conformal Normal Curvature and Assessment of Local Influence
- Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
- Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
- Finite-time analysis of vector autoregressive models under linear restrictions
- GMM Estimation of Non-Gaussian Structural Vector Autoregression
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- scientific article; zbMATH DE number 3984329 (Why is no real title available?)
- Influence diagnostics in a vector autoregressive model
- Local influence for incomplete-data models
- Multivariate time series analysis. With R and financial applications
- Network vector autoregression
- Nowcasting with large Bayesian vector autoregressions
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
- Oracle inequalities for high dimensional vector autoregressions
- Subset selection for vector autoregressive processes using Lasso
- Time series graphical Lasso and sparse VAR estimation
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Vector autoregression models with skewness and heavy tails
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