Pages that link to "Item:Q2116351"
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The following pages link to Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (Q2116351):
Displaying 12 items.
- Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
- Corrigendum to ``Bayesian reduced rank regression in econometrics'' (Q2405911) (← links)
- Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model'' (Q2512532) (← links)
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q5006016) (← links)
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES (Q6088679) (← links)
- Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
- Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
- Variational Inference for Large Bayesian Vector Autoregressions (Q6626273) (← links)
