Pages that link to "Item:Q3572033"
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The following pages link to Forecasting in vector autoregressions with many predictors (Q3572033):
Displaying 5 items.
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
- Steady-state priors and Bayesian variable selection in VAR forecasting (Q2691678) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
