Quotation Huber, Florian, Feldkircher, Martin. Forthcoming. Adaptive shrinkage in Bayesian vector autoregressive models. Journal of Business and Economic Statistics ,


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Publication's profile

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 (Details)
Feldkircher, Martin (Former researcher)
Organization
Institute for Macroeconomics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1145 Time series analysis (Details)
5300 Economics (Details)
5323 Econometrics (Details)
5371 Macroeconomics (Details)
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