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Priors for the Long Run - MaRDI portal

Priors for the Long Run (Q5231487)

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scientific article; zbMATH DE number 7098372
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English
Priors for the Long Run
scientific article; zbMATH DE number 7098372

    Statements

    title
    Priors for the Long Run (English)
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    author
    Domenico Giannone
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    Michele Lenza
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    Giorgio E. Primiceri
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    publication date
    27 August 2019
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    zbMATH Keywords
    Bayesian vector autoregression
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    forecasting
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    hierarchical model
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    initial conditions
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    overfitting
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62M10
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    62P20
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    zbMATH DE Number
    7098372
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    OpenAlex ID
    W2373943888
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