Bayesian dynamic variable selection in high dimensions
Year of publication: |
2023
|
---|---|
Authors: | Koop, Gary ; Korobilis, Dimitris |
Subject: | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Inflation | Prognose | Forecast | Zustandsraummodell | State space model | USA | United States | 1961-2020 |
-
Bayesian dynamic variable selection in high dimensions
Koop, Gary, (2020)
-
Bayesian dynamic variable selection in high dimensions
Koop, Gary, (2020)
-
Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C., (2014)
- More ...
-
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Koop, Gary, (2009)
-
Large time-varying parameter VARs
Koop, Gary, (2012)
-
Koop, Gary, (2011)
- More ...