Forecasting in vector autoregressions with many predictors

DOI10.1016/S0731-9053(08)23012-4zbMATH Open1189.91152OpenAlexW1623043652MaRDI QIDQ3572033FDOQ3572033

Publication date: 30 June 2010

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

Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23012-4

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Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (23)

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