Bayesian Compressed Vector Autoregressions
Year of publication: |
2017
|
---|---|
Authors: | Koop, Gary |
Other Persons: | Korobilis, Dimitris (contributor) ; Pettenuzzo, Davide (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 5, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2754241 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian, (2021)
-
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian, (2021)
-
De Mol, Christine, (2016)
- More ...
-
Bayesian compressed vector autoregressions
Pettenuzzo, Davide, (2016)
-
Bayesian compressed vector autoregressions
Koop, Gary, (2016)
-
Bayesian compressed vector autoregressions
Koop, Gary, (2019)
- More ...