Bayesian VAR - PDFSEARCH.IO - Document Search Engine

Bayesian VAR
Results: 42

#	Item
31	Economic Review. Quarter II 1985 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-06-23 11:43:52 Vector autoregression Forecasting Linear regression Economic model Regression analysis Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Multicollinearity Bayesian VAR Statistics Econometrics Time series analysis
32	Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-04-23 05:19:18 Statistical theory Statistical forecasting Dynamic stochastic general equilibrium Macroeconomic model Maximum likelihood Bayesian inference Likelihood function Bayes factor Forecasting Statistics Bayesian statistics Estimation theory
33	Wo r k i n g Pa p e r S e r i e S NO[removed]o c t o b e r 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-10-16 04:45:39 Bayesian statistics Philosophy of science Bayesian VAR Vector autoregression Causality Regression analysis Bayesian inference Gibbs sampling Marginal likelihood Statistics Econometrics Time series analysis
34	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-17 11:41:34 Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics Bayesian statistics Time series analysis
35	Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2010-05-19 14:17:16 Statistical forecasting Bayesian statistics Data analysis Forecasting Vector autoregression Bayesian VAR Prior probability Bayesian inference Regression analysis Statistics Econometrics Time series analysis
36	WORKING PAPER SERIES NO[removed]november 2012 Prior Selection for Vector Autoregressions Domenico Giannone, Michele Lenza Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-16 11:11:49 Hyperprior Empirical Bayes method Hierarchical Bayes model Hyperparameter Prior probability Bayesian inference Bayesian VAR Marginal likelihood Likelihood function Bayesian statistics Statistics Conjugate prior
37	Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-12-20 11:29:02 Time series analysis Bayesian statistics Statistical forecasting Linear regression Bayesian VAR Principal component regression Bayesian linear regression Bayesian inference Forecasting Statistics Regression analysis Econometrics
38	Wo r k i n g Pa p e r S e r i e s N o[removed]N ov e m b e r[removed]Large Bayesian VARs by Marta Bańbura, Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-14 10:30:54 Actuarial science Data analysis Bayesian statistics Bayesian VAR Vector autoregression Macroeconomic model Economic model Regression analysis Mathematical model Statistics Econometrics Time series analysis
39	Exploitation of linear models in 4D-VAR data assimilation Jan Barkmeijer KNMI The Netherlands Workshop on ”Mathematical Problems in Meteorological modelling” Add to Reading List Source URL: bolyai.cs.elte.hu Language: English - Date: 2014-06-02 08:10:05 Bayesian statistics Control theory Data assimilation Weather prediction Linear model Differential of a function Statistics Estimation theory Regression analysis
40	Infinite-dimensional VARs and factor models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-02-09 11:48:57 Statistical inference Estimation theory Regression analysis Bayesian VAR Vector autoregression Estimator Least squares Statistics Econometrics Time series analysis

UPDATE