Pages that link to "Item:Q1659064"
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The following pages link to Prior selection for panel vector autoregressions (Q1659064):
Displaying 8 items.
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (Q6088641) (← links)
- A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies (Q6104139) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
- Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)