Forecasting large datasets with Bayesian reduced rank multivariate models
Andrea Carriero, George Kapetanios and Massimiliano Marcellino
| Year of publication: |
2011
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|---|---|
| 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
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| Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009408921