Prior Selection for Panel Vector Autoregressions
Copyright policy )Prior Selection for Panel Vector Autoregressions
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- University of Glasgow United Kingdom
- University of Essex United Kingdom
- University Of Glasgow
- UNIVERSITY OF GLASGOW
- University of Glasgow
HB Economic Theory, 330, Bayesian inference, HA, forecasting, HG, Time series, auto-correlation, regression, etc. in statistics (GARCH), shrinkage, spike and slab priors, Bayesian model selection; shrinkage; spike and slab priors; forecasting; large vector autoregression, Bayesian model selection, large vector autoregression, QA, Computational methods for problems pertaining to statistics, jel: jel:C52, jel: jel:C32, jel: jel:C11, jel: jel:C33
HB Economic Theory, 330, Bayesian inference, HA, forecasting, HG, Time series, auto-correlation, regression, etc. in statistics (GARCH), shrinkage, spike and slab priors, Bayesian model selection; shrinkage; spike and slab priors; forecasting; large vector autoregression, Bayesian model selection, large vector autoregression, QA, Computational methods for problems pertaining to statistics, jel: jel:C52, jel: jel:C32, jel: jel:C11, jel: jel:C33
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