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  • Search: subject:"Bayesian MIDAS"
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Year of publication
Subject
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Bayes-Statistik 3 Bayesian inference 3 Forecasting model 3 Prognoseverfahren 3 Bayesian MIDAS regressions 2 Forecasting 2 Regression analysis 2 Regressionsanalyse 2 Theorie 2 Theory 2 Bayesian MIDAS 1 Decision 1 Decision analysis 1 Economic forecast 1 Entscheidung 1 Estimation theory 1 Grouped Horseshoe prior 1 Penalized regressions 1 Posterior contraction 1 Predictive distribution 1 Sampling 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stichprobenerhebung 1 Time-variation 1 Wirtschaftsprognose 1 decision analysis 1 forecasting 1 grouped horseshoe prior 1 time‑variation and fat tails 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Kohns, David 2 Potjagailo, Galina 2 Mogliani, Matteo 1 Simoni, Anna 1
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Staff working papers / Bank of England 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Flexible bayesian midas : time-variation, group-shrinkage and sparsity
Kohns, David; Potjagailo, Galina - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 1034-1050
Persistent link: https://www.econbiz.de/10015534593
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Cover Image
Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Mogliani, Matteo; Simoni, Anna - In: Journal of econometrics 222 (2021) 1,3, pp. 833-860
Persistent link: https://www.econbiz.de/10012619795
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Cover Image
Flexible bayesian midas : time variation, group shrinkage and sparsity
Kohns, David; Potjagailo, Galina - 2023
Persistent link: https://www.econbiz.de/10014330118
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