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Search: subject:"Bayesian MIDAS"
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
Flexible
bayesian
midas
: time variation, group shrinkage and sparsity
Kohns, David
;
Potjagailo, Galina
-
2023
Persistent link: https://www.econbiz.de/10014330118
Saved in:
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