Quotation Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria, 08.06.-09.06.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Sparse Bayesian Vector Autoregressions in Huge Dimensions
Event 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance
Date 08.06.-09.06.
Location Vienna
Country Austria
Year 2017
URL http://www.ihs.ac.at/conferences/timeseries/time-series-2017.html

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Kastner, Gregor (Details)
Huber, Florian (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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