Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage Deborah Gefang∗ Department of Economics University of Lancaster email: [removed] - Regression Analysis of Time Series - Document - PDFSEARCH.IO

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	Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage Deborah Gefang∗ Department of Economics University of Lancaster email: [removed] Add to Reading List Document Date: 2014-07-17 06:45:28 Open Document File Size: 291,00 KB Share Result on Facebook City London / / Country United States / / / Facility Economics University / / IndustryTerm e-net / stochastic search variable selection / / Organization National Bureau of Economic Research / Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage Deborah Gefang∗ Department / Economics University of Lancaster / / Person Gary Koop / Mark W. Watson / James H. Stock / Deborah Gefang / / Position author / / ProvinceOrState Minnesota / / SocialTag Econometrics Time series analysis Elastic net regularization Statistical theory Least squares Lasso Bayesian VAR Bayesian inference Bayesian probability Statistics

Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage Deborah Gefang∗ Department of Economics University of Lancaster email: [removed]Add to Reading List