Pages that link to "Item:Q116057"

The following pages link to Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Q116057):

Displaying 35 items.

• Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
• bvartools (Q1354449) (← links)
• Measurement errors and monetary policy: then and now (Q1655584) (← links)
• Prior selection for panel vector autoregressions (Q1659064) (← links)
• Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
• Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542) (← links)
• Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
• Bayesian compressed vector autoregressions (Q1740345) (← links)
• Matrix factorization for multivariate time series analysis (Q2008611) (← links)
• Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
• Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research (Q2070688) (← links)
• Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
• Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
• Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
• Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
• Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
• Large time-varying parameter VARs (Q2453080) (← links)
• Market power, NAIRU, and the Phillips curve (Q2657232) (← links)
• Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
• Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling (Q4555376) (← links)
• Cross-entropy method for estimation of posterior expectation in Bayesian VAR models (Q4605269) (← links)
• FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (Q4976362) (← links)
• Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• High-dimensional dynamic systems identification with additional constraints (Q5093707) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• (Q5120592) (← links)
• Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (Q5120648) (← links)
• Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
• Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516) (← links)
• Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
• Data-driven support for policy and decision-making in university research management: a case study from Germany (Q6167419) (← links)