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Search: subject:"Sparse Bayesian variable selection"
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Bayes-Statistik
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Bayesian inference
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Correlation prior
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Economic forecast
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Sparse Bayesian variable selection
2
Wirtschaftsprognose
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Business cycle
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Estimation
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Estimation theory
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Forecasting U.S. recessions
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Highly correlated predictors
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Leading indicator
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Xiang, Ju
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Yang, Aijun
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Shu, Lianjie
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Computational economics
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Sparse
Bayesian
variable
selection
in probit model for forecasting U.S. recessions using a large set of predictors
Yang, Aijun
;
Xiang, Ju
;
Yang, Hongqiang
;
Jinguan, Lin
- In:
Computational economics
51
(
2018
)
4
,
pp. 1123-1138
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011972241
Saved in:
2
Sparse
Bayesian
variable
selection
with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun
;
Xiang, Ju
;
Shu, Lianjie
;
Yang, Hongqiang
- In:
Computational economics
51
(
2018
)
2
,
pp. 323-338
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011963673
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