Pages that link to "Item:Q2190242"

The following pages link to Reducing the state space dimension in a large TVP-VAR (Q2190242):

Displaying 17 items.

• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Efficient VAR discretization (Q2036961) (← links)
• A new taxonomy for vector exponential smoothing and its application to seasonal time series (Q2079404) (← links)
• Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Maximum likelihood estimation of a TVP-VAR (Q2328519) (← links)
• Large time-varying parameter VARs (Q2453080) (← links)
• A new Bayesian model for contagion and interdependence (Q5867571) (← links)
• Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
• Precision-based sampling for state space models that have no measurement error (Q6094495) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
• Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
• Time-dependent shrinkage of time-varying parameter regression models (Q6544902) (← links)
• Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
• Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (Q6621002) (← links)
• Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (Q6645233) (← links)
• Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors (Q6664649) (← links)