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~isPartOf:"Journal of econometrics"
~person:"Pettenuzzo, Davide"
~subject:"Forecasting model"
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Forecasting model
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Pettenuzzo, Davide
Patton, Andrew J.
7
Swanson, Norman R.
7
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5
Timmermann, Allan
5
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4
Koop, Gary
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Journal of econometrics
Working papers / Brandeis University, Department of Economics and International Business School
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ECONIS (ZBW)
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Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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2
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
Saved in:
3
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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