Data-based priors for vector autoregressions with drifting coefficients
Dimitris Korobilis
| Year of publication: |
2014
|
|---|---|
| Authors: | Korobilis, Dimitris |
| Publisher: |
Glasgow : Univ. of Glasgow, Adam Smith Business School |
| Subject: | TVP-VAR | shrinkage | data-based prior | forecasting | Theorie | Theory | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Extent: | Online-Ressource (25 S.) |
|---|---|
| Series: | Discussion papers / Adam Smith Business School, University of Glasgow. - Glasgow : [Verlag nicht ermittelbar], ZDB-ID 2196257-1. - Vol. 2014,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010346569