Sparse Bayesian variable selection in probit model for forecasting U.S. recessions using a large set of predictors
Yang Aijun, Xiang Ju, Yang Hongqiang, Lin Jinguan
| Year of publication: |
April 2018
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| Authors: | Yang, Aijun ; Xiang, Ju ; Yang, Hongqiang ; Jinguan, Lin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 4, p. 1123-1138
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| Subject: | Sparse Bayesian variable selection | Correlation prior | Probit model | Forecasting U.S. recessions | Probit-Modell | Bayes-Statistik | Bayesian inference | USA | United States | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Wirtschaftsprognose | Economic forecast | Frühindikator | Leading indicator | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9660-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011972241