Pages that link to "Item:Q290981"
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The following pages link to Bayesian stochastic search for VAR model restrictions (Q290981):
Displaying 31 items.
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Large Bayesian VARMAs (Q281043) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (Q1656366) (← links)
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Bayesian compressed vector autoregressions (Q1740345) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- A Bayesian approach for data-driven dynamic equation discovery (Q2102994) (← links)
- On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- Modeling US housing prices by spatial dynamic structural equation models (Q2443143) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Steady-state priors and Bayesian variable selection in VAR forecasting (Q2691678) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Predicting crypto‐currencies using sparse non‐Gaussian state space models (Q4687677) (← links)
- (Q5011566) (← links)
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
- Polynomial nonlinear spatio‐temporal integro‐difference equation models (Q5495680) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations (Q6573072) (← links)
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (Q6617787) (← links)
- Restrictions on Risk Prices in Dynamic Term Structure Models (Q6623174) (← links)
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models (Q6634836) (← links)
- Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
- Large Bayesian SVARs with linear restrictions (Q6664629) (← links)
