An automated prior robustness analysis in Bayesian model comparison
Year of publication: |
2019
|
---|---|
Authors: | Chan, Joshua ; Jacobi, Liana ; Zhu, Dan |
Publisher: |
[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | automatic differentiation | model comparison | vector autoregression | factor models | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
---|---|
Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2019, 45 (June 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua, (2022)
-
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto, (2018)
-
Bayesian rank selection in multivariate regression
Jiang, Bin, (2016)
- More ...
-
How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Chan, Joshua, (2018)
-
How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Chan, Joshua, (2018)
-
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua, (2022)
- More ...