Bayesian VAR

Results: 42



#Item
21Estimation theory / Statistical inference / Bayesian statistics / Bayesian VAR / Regression analysis / Linear regression / Interval estimation / Bayesian inference / Regularization / Statistics / Econometrics / Statistical theory

Sunday, 15 June 2014 Poster Session Room: Campus Center Ballroom Poster (Presenter Last Name: A-I)

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Source URL: manoa.hawaii.edu

Language: English - Date: 2014-06-09 16:51:15
22Estimation theory / Regression analysis / Robust statistics / Bayesian VAR / Linear regression / Regularization / Interval estimation / Bayesian inference / Non-parametric statistics / Statistics / Econometrics / Statistical inference

Scientific Schedule and Abstracts WNAR/IMS Conference University of Hawai’i at M¯ anoa, June 15-18, [removed]

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Source URL: manoa.hawaii.edu

Language: English - Date: 2014-06-09 16:47:16
23Econometrics / Statistical forecasting / Bayesian VAR / Vector autoregression / Conjugate prior / Forecasting / Bayesian inference / Macroeconomic model / Economic model / Statistics / Bayesian statistics / Time series analysis

PDF Document

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Source URL: www.clevelandfed.org

Language: English - Date: 2011-10-27 14:41:25
24Time series analysis / Data analysis / Actuarial science / Statistical forecasting / Bayesian VAR / Forecasting / Vector autoregression / Dynamic stochastic general equilibrium / Economic model / Statistics / Economics / Econometrics

BANK OF GREECE EUROSYSTEM Working Paper Macroeconomic and credit forecasts in a small economy during crisis:

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Source URL: www.bankofgreece.gr

Language: English - Date: 2014-08-28 08:07:05
25Bayes factor / Statistical inference / Bayesian linear regression / Loss function / Bayesian network / Empirical Bayes method / Bayesian VAR / Gibbs sampling / Prior probability / Statistics / Bayesian statistics / Bayesian inference

P2: ABC JWST177-Lesaffre June 4, [removed]:32

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Source URL: media.wiley.com

Language: English - Date: 2013-09-01 13:13:10
26Hyperprior / Hyperparameter / Empirical Bayes method / Prior probability / Bayesian inference / Hierarchical Bayes model / Bayesian VAR / Vector autoregression / Ordinary least squares / Statistics / Bayesian statistics / Conjugate prior

Prior Selection for Vector Autoregressions∗ Domenico Giannone Universit´e Libre de Bruxelles and CEPR Michele Lenza European Central Bank

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2013-10-10 10:20:32
27Statistical forecasting / Bayesian VAR / Econometrics / Forecasting / Deflation / Recession / Forecast error / Economics / Time series analysis / Statistics

Real-Time Density Forecasts from BVARs with Stochastic Volatility Todd E. Clark Federal Reserve Bank of Kansas City September 2010

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Source URL: epp.eurostat.ec.europa.eu

Language: English
28Regression analysis / Time series analysis / Data analysis / Vector autoregression / Normal distribution / Model theory / Prior probability / Bayesian inference / Bayesian VAR / Statistics / Econometrics / Bayesian statistics

PDF Document

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2008-09-21 11:56:58
29Estimation theory / Statistical theory / Bayesian inference / Bayesian linear regression / Loss function / Bayesian VAR / Bayes factor / Vector autoregression / Linear regression / Statistics / Bayesian statistics / Econometrics

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Source URL: www.cepr.org

Language: English - Date: 2014-03-13 11:32:30
30Estimation theory / Regression analysis / Data analysis / Vector autoregression / Forecasting / Multicollinearity / Linear regression / Forecast error / Bayesian VAR / Statistics / Econometrics / Time series analysis

Vector Autoregressive Forecasts of Recession and Recovery: Is Less More?

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-23 11:37:51
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