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  • Search: subject:"Order Invariance"
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Year of publication
Subject
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VAR model 4 VAR-Modell 4 Estimation 3 Order invariance 3 Schätzung 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 Volatility 3 Volatilität 3 Bayes-Statistik 2 Bayesian inference 2 Large VAR 2 Risiko 2 Risikomaß 2 Risk 2 Risk measure 2 Stochastic volatility 2 Uncertainty 2 Aggregation 1 Correlation 1 Eigendecomposition 1 Estimation theory 1 Korrelation 1 Large vector autoregression 1 Order Invariance 1 Recurrent Neural Networks 1 Schätztheorie 1 Shrinkage prior 1 Statistical theory 1 Statistische Methodenlehre 1 Stochastic Volatility 1 large vector autoregression 1 order invariance 1
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Online availability
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Undetermined 3 Free 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 4 Undetermined 1
Author
All
Koop, Gary 4 Davidson, Sharada Nia 2 Hou, Chenghan 2 Breitenecker, F. 1 Chan, Joshua 1 Eitzinger, C. 1 Gyimesi, M. 1 Heidl, W. 1 Wu, Ping 1 Yu, Xuewen 1
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Strathclyde discussion papers in economics 2 Mathematics and Computers in Simulation (MATCOM) 1
Source
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ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia; Hou, Chenghan; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316038
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Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316242
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Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia; Hou, Chenghan; Koop, Gary - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 992-1007
Persistent link: https://www.econbiz.de/10015534582
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Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua; Koop, Gary; Yu, Xuewen - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
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Learning over sets with Recurrent Neural Networks: An empirical categorization of aggregation functions
Heidl, W.; Eitzinger, C.; Gyimesi, M.; Breitenecker, F. - In: Mathematics and Computers in Simulation (MATCOM) 82 (2011) 3, pp. 442-449
Numerous applications benefit from parts-based representations resulting in sets of feature vectors. To apply standard machine learning methods, these sets of varying cardinality need to be aggregated into a single fixed-length vector. We have evaluated three common Recurrent Neural Network...
Persistent link: https://www.econbiz.de/10010751855
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