Bayesian reconciliation of return predictability
type: Item
instance of: scholarly article
title: Bayesian reconciliation of return predictability
author: Borys Koval
author: Sylvia Frühwirth-Schnatter
author: L. Sögner
publication date: 2024-11-28T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7950950
zbMATH Keywords: VAR
zbMATH Keywords: return predictability
zbMATH Keywords: Bayesian control function approach
zbMATH Keywords: shrinkage priors
zbMATH Keywords: Bayes factor
MaRDI profile type: MaRDI publication profile
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published in: Studies in Nonlinear Dynamics & Econometrics
DOI: 10.1515/SNDE-2022-0110
description: scientific article; zbMATH DE number 7950950