Pages that link to "Item:Q777662"

The following pages link to Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662):

Displaying 9 items.

• Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
• A computationally efficient method for vector autoregression with mixed frequency data (Q726603) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• Efficient VAR discretization (Q2036961) (← links)
• Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
• A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
• APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (Q6088641) (← links)
• The Bayesian nested Lasso for mixed frequency regression models (Q6179127) (← links)