Large time-varying parameter VARs (Q2453080)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6301464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large time-varying parameter VARs |
scientific article; zbMATH DE number 6301464 |
Statements
Large time-varying parameter VARs (English)
0 references
6 June 2014
0 references
Bayesian VAR
0 references
forecasting
0 references
time-varying coefficients
0 references
state-space model
0 references
0 references
0 references
0 references
0.8527970910072327
0 references
0.8115159869194031
0 references
0.8063482642173767
0 references
0.8017048239707947
0 references
0.7995890378952026
0 references
