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  • Search: subject:"Large vector autoregression"
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Year of publication
Subject
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Bayes-Statistik 9 Bayesian inference 9 VAR model 9 VAR-Modell 9 Stochastic process 6 Stochastischer Prozess 6 Volatility 6 Volatilität 6 Estimation 5 Large vector autoregression 5 Schätzung 5 Theorie 5 Theory 5 Time series analysis 5 Zeitreihenanalyse 5 Stochastic volatility 4 large vector autoregression 4 Estimation theory 3 Schätztheorie 3 Bayesian model selection 2 Connectedness 2 Economic forecast 2 Forecasting model 2 High-dimensional Models 2 Large Vector Autoregression 2 Model Selection 2 Prior Distribution 2 Prognoseverfahren 2 Shrinkage prior 2 Sparse Graphical Models 2 State space model 2 Wirtschaftsprognose 2 Zustandsraummodell 2 stochastic volatility 2 Bayesian model averaging 1 Bayesian model comparison 1 Bayesian nonparametrics 1 Börsenkurs 1 Correlation 1 Econometrics 1
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Online availability
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Free 6 Undetermined 5
Type of publication
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Book / Working Paper 6 Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 2 Working Paper 2
Language
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English 9 Undetermined 2
Author
All
Chan, Joshua 6 Billio, Monica 3 Casarin, Roberto 3 Yu, Xuewen 3 Ahelegbey, Daniel Felix 2 Koop, Gary 2 Korobilis, Dimitris 1 Rossini, Luca 1 Wu, Ping 1
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Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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CAMA working paper series 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of econometrics 2 Journal of economic dynamics & control 1 MPRA Paper 1 Strathclyde discussion papers in economics 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1 Working papers 1
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Source
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ECONIS (ZBW) 9 RePEc 2
Showing 11 - 11 of 11
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Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - 2014
Persistent link: https://www.econbiz.de/10011629454
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