Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
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Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
Cites work
Cited in
(15)- Inference in Bayesian additive vector autoregressive tree models
- Corrigendum to ``Bayesian reduced rank regression in econometrics
- Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- bayesianVARs
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
- Asymmetric conjugate priors for large Bayesian VARs
- Comparing stochastic volatility specifications for large Bayesian VARs
- High-dimensional conditionally Gaussian state space models with missing data
- Large Hybrid Time-Varying Parameter VARs
- Non-linear dimension reduction in factor-augmented vector autoregressions
- Large Order-Invariant Bayesian VARs with Stochastic Volatility
- Variational Inference for Large Bayesian Vector Autoregressions
- Forecasting with shadow rate VARs
- Is the price cap for gas useful? Evidence from European countries
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