Sparse graphical vector autoregression : a Bayesian approach
Year of publication: |
December 2016
|
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Authors: | Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto |
Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 123/124.2016, p. 333-361
|
Subject: | Large VAR | Model Selection | Prior Distribution | Sparse Graphical Models | Theorie | Theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Ökonometrie | Econometrics | Deskriptive Statistik | Descriptive statistics |
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