Pages that link to "Item:Q6626285"
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The following pages link to Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure (Q6626285):
Displaying 7 items.
- Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
- Rational maximum likelihood estimators of Kronecker covariance matrices (Q6643194) (← links)
- Bayesian VARs and prior calibration in times of COVID-19 (Q6645221) (← links)
