Kastner, Gregor, Huber, Florian. 2019. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Institute for Advanced Studies, Austria, 16.05.-17.05.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Sparse Bayesian Vector Autoregressions in Huge Dimensions |
| Event | 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance |
| Year | 2019 |
| Date | 16.05.-17.05. |
| Country | Austria |
| Location | Institute for Advanced Studies |
| URL | https://www.ihs.ac.at/conferences/timeseries/index.html |
Associations
- People
- Kastner, Gregor (Details)
- External
- Huber, Florian (University of Salzburg, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)