Sparse Bayesian vector autoregressions in huge dimensions

DOI10.1002/FOR.2680MaRDI QIDQ5977683FDO

Authors Gregor Kastner, Florian Huber

Publication date 16 April 2020

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/FOR.2680

Cited in

(1)

• bayesianVARs

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