Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Joshua C.C. Chan
| Year of publication: |
2021
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|---|---|
| Authors: | Chan, Joshua |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 3, p. 1212-1226
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| Subject: | Forecasting | Global-local prior | Large autoregression | Minnesota prior | Shrinkage prior | Stochastic volatility | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794844