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How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
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Jacobi, Liana
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Zhu, Dan
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2018
Persistent link: https://www.econbiz.de/10012202254
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
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Jacobi, Liana
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Zhu, Dan
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2019
Persistent link: https://www.econbiz.de/10012223998
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua
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Jacobi, Liana
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Zhu, Dan
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2019
Persistent link: https://www.econbiz.de/10012224001
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