Huber, Florian, Feldkircher, Martin. Forthcoming. Adaptive shrinkage in Bayesian vector autoregressive models. Journal of Business and Economic Statistics ,
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| Affiliation | WU |
|---|---|
| Type of publication | Journal article |
| Journal | Journal of Business and Economic Statistics |
| Citation Index | SSCI |
| WU Journalrating 2009 | A |
| WU-Journal-Rating new | FIN-A, VW-A, WH-A |
| Language | English |
| Title | Adaptive shrinkage in Bayesian vector autoregressive models |
| Year | 2016 |
| Reviewed? | Y |
| DOI | http://dx.doi.org/10.1080/07350015.2016.1256217 |
Associations
- People
- Huber, Florian (Former researcher)
- Feldkircher, Martin (Former researcher)
- Organization
- Institute for Macroeconomics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1145 Time series analysis (Details)
- 5300 Economics (Details)
- 5323 Econometrics (Details)
- 5371 Macroeconomics (Details)