Pages that link to "Item:Q5864516"
From MaRDI portal
The following pages link to Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516):
Displaying 12 items.
- Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA (Q654391) (← links)
- Bayesian compressed vector autoregressions (Q1740345) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
- (Q3700661) (← links)
- (Q4977060) (← links)
- Model Selection and Shrinkage: An Overview (Q5864503) (← links)
- Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
- Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (Q6645233) (← links)