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  • Search: subject:"Vari-able Ordering"
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Year of publication
Subject
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Cholesky Decomposition 1 Dynamic Conditional Correla-tion 1 Estimation 1 Estimation theory 1 Forecasting model 1 Multivariate Analyse 1 Multivariate analysis 1 Out-of-sample Forecasting Evaluation 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Stochastic Volatility 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Time-Varying Parameters 1 VAR model 1 VAR-Modell 1 Vari-able Ordering 1 Vector Autoregressions 1 Volatility 1 Volatilität 1 Wishart Process 1 Zeitreihenanalyse 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Arias, Jonas E. 1 Rubio-Ramírez, Juan Francisco 1 Shin, Minchul 1
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Working papers / Federal Reserve Bank of Philadelphia, Research Department 1
Source
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ECONIS (ZBW) 1
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Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; Shin, … - 2021
Persistent link: https://www.econbiz.de/10012651332
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