How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Year of publication: |
2019
|
---|---|
Authors: | Chan, Joshua ; Jacobi, Liana ; Zhu, Dan |
Subject: | VAR-Modell | VAR model | Sensitivitätsanalyse | Sensitivity analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
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