Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

DOI10.1016/j.jeconom.2021.11.010MaRDI QIDQ2116351

Todd E. Clark, Andrea Carriero, Massimiliano Marcellino, Joshua Chan

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.11.010

zbMATH Keywords

forecasting; big data; structural VAR

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F15: Bayesian inference

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