Bayesian modeling of time-varying parameter vector autoregressions using regression trees (Q7410233)
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 8275340
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian modeling of time-varying parameter vector autoregressions using regression trees |
scientific article; zbMATH DE number 8275340 |
Statements
Bayesian modeling of time-varying parameter vector autoregressions using regression trees (English)
0 references
2026
0 references
Bayesian vector autoregression
0 references
business cycle shocks
0 references
machine learning
0 references
nonparametric modeling
0 references
regression trees
0 references
time-varying parameters
0 references
0 references
0 references
