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~person:"Yang, Hongqiang"
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Bayes-Statistik
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Yang, Hongqiang
Marx, Karl
167
Koop, Gary
166
Dijk, Herman K. van
161
Ravazzolo, Francesco
136
Casarin, Roberto
114
Schorfheide, Frank
113
Koopman, Siem Jan
111
Tsionas, Efthymios G.
95
Kapetanios, George
85
Strachan, Rodney W.
72
Marcellino, Massimiliano
70
Hoogerheide, Lennart
68
Bauwens, Luc
65
Korobilis, Dimitris
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Billio, Monica
64
Frühwirth-Schnatter, Sylvia
64
Pesaran, M. Hashem
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Carriero, Andrea
61
Clark, Todd E.
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Kaufmann, Sylvia
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Robert, Christian P.
58
Kohn, Robert
55
Reed, W. Robert
54
Chan, Joshua
53
Chib, Siddhartha
50
Dufour, Jean-Marie
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Huber, Florian
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Österholm, Pär
49
Canova, Fabio
48
Leon-Gonzalez, Roberto
48
Paap, Richard
46
Gupta, Rangan
45
Bos, Charles S.
44
Del Negro, Marco
44
Joshi, Mark S.
44
McAleer, Michael
44
Hoogerheide, Lennart F.
43
Martin, Gael M.
43
Crespo Cuaresma, Jesús
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Havránek, Tomáš
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Sparse Bayesian variable selection with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun
;
Xiang, Ju
;
Shu, Lianjie
;
Yang, Hongqiang
- In:
Computational economics
51
(
2018
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10011963673
Saved in:
2
Sparse Bayesian variable selection in probit model for forecasting U.S. recessions using a large set of predictors
Yang, Aijun
;
Xiang, Ju
;
Yang, Hongqiang
;
Jinguan, Lin
- In:
Computational economics
51
(
2018
)
4
,
pp. 1123-1138
Persistent link: https://www.econbiz.de/10011972241
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