Selecting the prior shrinkage parameter in Bayesian VARs

Additional Metadata
Keywords	vector autoregression; shrinkage; hyperparameter; forecasting
Thesis Advisor	Camehl, A.M.
Persistent URL	hdl.handle.net/2105/56897
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vis, W.T. (2021, May 17). Selecting the prior shrinkage parameter in Bayesian VARs. Econometrie. Retrieved from http://hdl.handle.net/2105/56897

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