Pages that link to "Item:Q2323382"

The following pages link to A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382):

Displaying 12 items.

• Time varying VARs with inequality restrictions (Q545190) (← links)
• The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
• A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States (Q2226859) (← links)
• A time-varying parameter structural model of the UK economy (Q2338502) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (Q3120664) (← links)
• (Q4369005) (← links)
• Large Hybrid Time-Varying Parameter VARs (Q6190698) (← links)
• Dynamic industry uncertainty networks and the business cycle (Q6558549) (← links)
• Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (Q6645233) (← links)