Bayesian dynamic tensor regression
| Year of publication: |
2023
|
|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo ; Kaufmann, Sylvia |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 429-439
|
| Subject: | Bayesian inference | Dynamic networks | Forecasting | Multidimensional autoregression | Tensor models | Bayes-Statistik | Prognoseverfahren | Forecasting model | Dynamische Wirtschaftstheorie | Economic dynamics | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis |
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