Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Florian Huber, Gary Koop, and Michael Pfarrhfer
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Huber, Florian ; Koop, Gary ; Pfarrhfer, Michael |
| Publisher: |
Glasgow : Department of Economics, University of Strathclyde |
| Subject: | Time-varying parameter regression | Bayesian | Gaussian approximation | macroe- conomic forecasting | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
freely available
| Extent: | 1 Online-Ressource (circa 21 Seiten) Illustrationen |
|---|---|
| Series: | Strathclyde discussion papers in economics. - Glasgow : Business School, ZDB-ID 2272548-9. - Vol. no. 23, 4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014316036