High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms
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Publication:6617773
DOI10.1080/07350015.2019.1677472zbMath1547.62801MaRDI QIDQ6617773
Publication date: 11 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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Related Items (4)
Bayesian variable selection for matrix autoregressive models ⋮ Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models ⋮ Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods ⋮ Matrix autoregressive models: generalization and Bayesian estimation
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