Hierarchical shrinkage priors for dynamic regressions with many predictors
Year of publication: |
2013
|
---|---|
Authors: | Korobilis, Dimitris |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 1, p. 43-59
|
Subject: | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
-
Surrogate science : the idol of a universal method for scientific inference
Gigerenzer, Gerd, (2015)
-
Gelman, Andrew, (2015)
-
Nonparametric regression using Bayesian variable selection
Smith, Michael S., (1994)
- More ...
-
The effect of news shocks and monetary policy
Gambetti, Luca, (2019)
-
Measuring dynamic connectedness with large Bayesian VAR models
Korobilis, Dimitris, (2018)
-
Exchange rate predictability and dynamic Bayesian learning
Schüssler, Rainer, (2018)
- More ...