Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective
DOI10.1016/J.JECONOM.2018.11.001zbMath1411.00061OpenAlexW2901393757MaRDI QIDQ1740337
No author found.
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.001
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cites Work
- Achieving shrinkage in a time-varying parameter model framework
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Sequentially adaptive Bayesian learning algorithms for inference and optimization
- Tempered particle filtering
- Importance sampling from posterior distributions using copula-like approximations
- Modeling systemic risk with Markov switching graphical SUR models
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- Bayesian compressed vector autoregressions
- Dynamic Bayesian predictive synthesis in time series forecasting
- Forecast density combinations of dynamic models and data driven portfolio strategies
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
- The value of news for economic developments
This page was built for publication: Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective