Pages that link to "Item:Q1740344"
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The following pages link to Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344):
Displaying 13 items.
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- Bayesian Computation in Dynamic Latent Factor Models (Q5057076) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem (Q5964758) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Structured prior distributions for the covariance matrix in latent factor models (Q6581682) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)
- Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
- Scalable Bayesian Estimation in the Multinomial Probit Model (Q6620983) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
