Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation
Year of publication: |
2019
|
---|---|
Authors: | Chan, Joshua C. C. |
Other Persons: | Jacobi, Liana (contributor) ; Zhu, Dan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | CAMA Working Paper ; No. 46/2019 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3409550 [DOI] |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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