Large Bayesian vector autoregressions
Year of publication: |
2020
|
---|---|
Authors: | Chan, Joshua |
Published in: |
Macroeconomic forecasting in the era of big data : theory and practice. - Cham, Switzerland : Springer, ISBN 978-3-030-31149-0. - 2020, p. 95-125
|
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
-
A hitchhiker's guide to empirical macro models
Ferroni, Filippo, (2021)
-
A hitchhiker guide to empirical macro models
Canova, Fabio, (2020)
-
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea, (2008)
- More ...
-
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua, (2022)
-
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua, (2015)
-
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua, (2015)
- More ...