Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Year of publication: |
2020
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---|---|
Authors: | Chan, Joshua C. C. ; Jacobi, Liana ; Zhu, Dan |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 6 (02.03.), p. 934-943
|
Publisher: |
Wiley |
Saved in:
Online Resource
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