Cover: Recent Developments in Bayesian Econometrics and Their Applications (E-Book)
Stepan Mazur

Teil der Reihe: Mathematics and Statistics (R0)

Recent Developments in Bayesian Econometrics and Their Applications

Festschrift in Honour of Sune Karlsson
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Inhaltsangabe

- Forecasting with Bayesian Vector Autoregressions Revisited.- Large Bayesian Tensor VARs with Stochastic Volatility.- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data.- VAR Models with Fat Tails and Dynamic Asymmetry.- International Transmission of Macroeconomic Uncertainty in Small.- Modeling Local Predictive Ability using Power-Transformed Gaussian Processes.- Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models.- Bayesian Regularization of the Tangency Portfolio.- Predictive Decision Synthesis for Portfolios: Betting on Better Models.

Produktdetails
  • Erscheinungsdatum: 13.10.2025
  • Autor/Autorin: Stepan Mazur
  • Reihe: Mathematics and Statistics (R0)
  • Format: E-Book
  • Dateiformat: PDF
  • Kopierschutz: Wasserzeichen
  • Dateigröße: 31.3 MB
  • Verlag: SPRINGER
  • Sprache: Englisch
  • Umfang: 249 Seiten
  • ISBN: 9783032001108
  • Lieferung: Sofort per Download
  • Hinweis: Sofort per Download lieferbar. Kein physischer Versand.
  • Kompatibilität: Lesbar auf Geräten und Apps mit PDF-Unterstützung.
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