Hierarchical shrinkage priors for dynamic regressions with many predictors
Year of publication: |
2013
|
---|---|
Authors: | Korobilis, Dimitris |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 29.2013, 1, p. 43-59
|
Publisher: |
Elsevier |
Subject: | Forecasting | Shrinkage | Factor model | Variable selection | Bayesian lasso |
-
Hierarchical shrinkage priors for dynamic regressions with many predictors
KOROBILIS, Dimitris, (2011)
-
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
Korobilis, Dimitris, (2011)
-
Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris, (2011)
- 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 ...