doi.org/10.1016/j.ijforecast.2021.11.012

Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

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International Journal of Forecasting7.10

Volume: 39, Issue: 1, Pages: 346 - 363

Published: Jan 10, 2022

Paper Fields

Paper Details

Title

Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

DOI

doi.org/10.1016/j.ijforecast.2021.11.012

Published Date

Jan 10, 2022

Journal

International Journal of Forecasting

Volume

39

Issue

1

Pages

346 - 363

Notes

History