Sparse Bayesian variable selection with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Aijun Yang, Ju Xiang, Lianjie Shu, Hongqiang Yang
| Year of publication: |
February 2018
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| Authors: | Yang, Aijun ; Xiang, Ju ; Shu, Lianjie ; Yang, Hongqiang |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 2, p. 323-338
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| Subject: | Sparse Bayesian variable selection | Correlation prior | Highly correlated predictors | Out-of-sample forecasting | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9741-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011963673