Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
type: Item
instance of: scholarly article
title: Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
author: Andrea Carriero
author: Joshua Chan
author: Todd E. Clark
author: Massimiliano Marcellino
published in: Journal of Econometrics
publication date: 2022-03-16T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7491170
zbMATH Keywords: big data
zbMATH Keywords: forecasting
zbMATH Keywords: structural VAR
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.11.010
OpenAlex ID: W4200088725
cites work: Comment on ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors''
cites work: Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
DOI: 10.1016/J.JECONOM.2021.11.010
description: scientific article; zbMATH DE number 7491170