๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

FORECASTING WITH MEDIUM AND LARGE BAYESIAN VARS

โœ Scribed by Gary Koop


Book ID
112117307
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
239 KB
Volume
28
Category
Article
ISSN
0883-7252

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Forecasting large datasets with Bayesian
โœ Andrea Carriero; George Kapetanios; Massimiliano Marcellino ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 208 KB

The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare their predictive performance for US time series with the most promising existing alternatives, namely, factor model