Hierarchical shrinkage in time-varying parameter models
Miguel A. G. Belmonte, Gary Koop and Dimitris Korobilis
| Year of publication: |
2014
|
|---|---|
| Authors: | Belmonte, Miguel A. G. ; Koop, Gary ; Korobilis, Dimitris |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 1, p. 80-94
|
| Subject: | forecasting | hierarchical prior | time-varying parameters | Bayesian Lasso | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010424876