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Bayesian Forecasting with Highly Correlated Predictors
Korobilis, Dimitris, (2012)
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis, (2022)
Importance assessment of correlated predictors in business cycles classification
Enache, Daniel, (2004)
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris, (2022)
Bayesian forecasting with highly correlated predictors
Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris, (2013)