Forecasting large datasets with Bayesian reduced rank multivariate models
Year of publication: |
2011
|
---|---|
Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 5, p. 735-761
|
Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis |
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