The following pages link to Aubrey Poon (Q777661):
Displaying 6 items.
- Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662) (← links)
- A new Bayesian model for contagion and interdependence (Q5867571) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Large stochastic volatility in mean VARs (Q6175547) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting (Q6655335) (← links)
