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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua C. C.
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Jacobi, Liana
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Zhu, Dan
- In:
Journal of Forecasting
39
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2020
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6
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pp. 934-943
Persistent link: https://www.econbiz.de/10012189061
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Food Price Elasticities for Policy Interventions : Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information
Jacobi, Liana
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Nghiem, Nhung
;
Ramírez‐Hassan, Andrés
; …
- In:
Economic Record
97
(
2021
)
319
,
pp. 457-490
Persistent link: https://www.econbiz.de/10012808974
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