Bayesian rank selection in multivariate regression
Bin Jiang, Anastasios Panagiotelis, George Athanasopoulos, Rob Hyndman and Farshid Vahid
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Jiang, Bin ; Panagiotelis, Anastasios ; Athanasopoulos, George ; Hyndman, Rob J. ; Vahid, Farshid |
| Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Singular Value Decomposition | Model Selection | Vector Autoregression | Macroeconomic Forecasting | Dynamic Factor Models | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 16, 06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781655