Prior selection for panel vector autoregressions (Q1659064)
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scientific article; zbMATH DE number 6918276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prior selection for panel vector autoregressions |
scientific article; zbMATH DE number 6918276 |
Statements
Prior selection for panel vector autoregressions (English)
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15 August 2018
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Bayesian model selection
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shrinkage
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spike and slab priors
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forecasting
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large vector autoregression
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0.89154035
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0.8873916
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0.8836462
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0.8653178
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0.8621816
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0.85636073
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0.85620904
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0.8533827
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