Bayesian compressed vector autoregressions
Davide Pettenuzzo (Economics Department, Brandeis University), Gary Koop (University of Strathclyde), Dimitris Korobilis (University of Glasgow)
| Year of publication: |
March 24, 2016
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| Authors: | Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris |
| Publisher: |
Waltham, MA : Brandeis University, Department of Economics and International Business School |
| Subject: | multivariate time series | random projection | forecasting | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 61 Seiten) Illustrationen |
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| Series: | Working papers / Brandeis University, Department of Economics and International Business School. - Waltham, Mass., ZDB-ID 2729889-9. - Vol. 103 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011448989