Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)
By: Deborah Gefang, Gary Koop, Aubrey Poon
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)
By: Deborah Gefang, Gary Koop, Aubrey Poon
By: Deborah Gefang, Gary Koop, Aubrey Poon