Adaptive Shrinkage in Bayesian Vector Autoregressive Models

DOI10.1080/07350015.2016.1256217zbMath1548.62575MaRDI QIDQ6634836

Florian Huber, Martin Feldkircher

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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