Pages that link to "Item:Q2445741"

The following pages link to Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741):

Displaying 16 items.

• Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
• Robust inference for seemingly unrelated regression models (Q1661346) (← links)
• Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
• Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions (Q1950810) (← links)
• Gaussian graphical modeling for spectrometric data analysis (Q2157502) (← links)
• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
• Bayesian nonparametric sparse VAR models (Q2323368) (← links)
• Joint High‐Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL Analysis (Q2846452) (← links)
• The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models (Q5057256) (← links)
• Bayesian Variable Selection for Gaussian Copula Regression Models (Q5066444) (← links)
• Some finite sample results for a system of seemingly unrelated regression equations (Q5079923) (← links)
• Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
• Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791) (← links)
• Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors (Q6177003) (← links)