Bayesian nonparametric sparse VAR models
Monica Billio, Roberto Casarin, Luca Rossini
| Year of publication: |
2019
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|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Rossini, Luca |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 97-115
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| Subject: | Bayesian model selection | Bayesian nonparametrics | Connectedness | Large vector autoregression | Multilayer networks | Network communities | Shrinkage | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303895