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  • Search: subject:"Order invariance"
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Year of publication
Subject
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VAR model 3 VAR-Modell 3 Bayes-Statistik 2 Bayesian inference 2 Estimation 2 Order invariance 2 Schätzung 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Volatility 2 Volatilität 2 Aggregation 1 Correlation 1 Eigendecomposition 1 Estimation theory 1 Korrelation 1 Large VAR 1 Large vector autoregression 1 Order Invariance 1 Recurrent Neural Networks 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Shrinkage prior 1 Statistical theory 1 Statistische Methodenlehre 1 Stochastic Volatility 1 Stochastic volatility 1 Uncertainty 1 large vector autoregression 1 order invariance 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3 Undetermined 1
Author
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Koop, Gary 3 Breitenecker, F. 1 Chan, Joshua 1 Davidson, Sharada Nia 1 Eitzinger, C. 1 Gyimesi, M. 1 Heidl, W. 1 Hou, Chenghan 1 Wu, Ping 1 Yu, Xuewen 1
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Published in...
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Strathclyde discussion papers in economics 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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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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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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