vector autoregression; shrinkage; hyperparameter; forecasting
Camehl, A.M.
hdl.handle.net/2105/56897
Econometrie
Erasmus School of Economics

Vis, W.T. (2021, May 17). Selecting the prior shrinkage parameter in Bayesian VARs. Econometrie. Retrieved from http://hdl.handle.net/2105/56897