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~subject:"VAR model"
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VAR model
Bayes-Statistik
111
Bayesian inference
111
Theorie
87
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87
Time series analysis
80
Zeitreihenanalyse
80
VAR-Modell
73
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72
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72
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69
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69
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65
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55
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Bayesian model comparison
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Markov chain
14
Markov-Kette
14
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13
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13
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13
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13
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English
73
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Chan, Joshua
38
Koop, Gary
27
Poon, Aubrey
24
Eisenstat, Eric
16
Zhu, Dan
12
Chan, Joshua C. C.
10
Mitchell, James
10
McIntyre, Stuart
9
Jacobi, Liana
8
Hou, Chenghan
6
Gefang, Deborah
5
Strachan, Rodney W.
5
Yu, Xuewen
5
Cross, Jamie
4
Wu, Ping
3
Iacopini, Matteo
2
Rossini, Luca
2
Benati, Luca
1
Chan, Joshua CC
1
Cross, Jamie L.
1
Grant, Angelia L.
1
Lu, Yang
1
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CAMA working paper series
19
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10
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Strathclyde discussion papers in economics
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Econometric reviews
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
ANU working papers in economics and econometrics
1
ASTIN bulletin : the journal of the International Actuarial Association
1
CAMP working paper series
1
FRB of Cleveland Working Paper
1
Journal of applied econometrics
1
Macroeconomic forecasting in the era of big data : theory and practice
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Quantitative economics : QE ; journal of the Econometric Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
73
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1
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
2
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012244156
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
4
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:
5
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
Saved in:
6
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
7
Large Bayesian vector autoregressions
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012223735
Saved in:
8
Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224053
Saved in:
9
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
10
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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