Giudici, Paolo; Spelta, Alessandro - Dipartimento di Scienze Economiche e Aziendali, … - 2013
for the estimation of the interconnections between different countries. We consider different types of graphical models …: besides classical ones, we introduce Bayesian graphical models, that can take model uncertainty into account, and dynamic … Bayesian graphical models, that provide a convenient framework to model temporal cross-border data, decomposing the model into …