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source:"econis"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Jacobi, Liana"
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Forecasting model
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automatic differentiation
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vector autoregression
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Jacobi, Liana
Chan, Joshua
20
Koop, Gary
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Ghysels, Eric
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Pagan, Adrian R.
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Taylor, Robert
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Jacobs, Jan
6
Wong, Benjamin
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Li, Wai Keung
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Zhu, Ke
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Chan, Joshua C. C.
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Gao, Jiti
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Marcellino, Massimiliano
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CAMA working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CAMA Working Paper
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Journal of applied econometrics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
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2
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
3
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
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