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. - John Wiley & Sons, Ltd.. - Vol. 26.2011, 5, p. 735-761
|
| Publisher: |
John Wiley & Sons, Ltd. |