✦ LIBER ✦

Forecasting with Bayesian Vector Autoregressions: Five Years of Experience

✍ Scribed by Robert B. Litterman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting with Bayesian vector autoreg

✍ Robert Litterman 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 151 KB

Forecasting government bond yields with

✍ Andrea Carriero; George Kapetanios; Massimiliano Marcellino 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 764 KB

[Handbook of Economic Forecasting] Volum

✍ Karlsson, Sune 📂 Article 📅 2013 🏛 Elsevier 🌐 English ⚖ 828 KB

Bayesian Vector Autoregression Forecasts

✍ Crompton, Paul; Wu, Yanrui 📂 Article 📅 2003 🏛 Taylor and Francis Group 🌐 English ⚖ 193 KB

Bayesian forecasting with small and medi

✍ Bekiros, Stelios D.; Paccagnini, Alessia 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 504 KB

Bayesian learning of graphical vector au

✍ Pekka Marttinen; Jukka Corander 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 618 KB