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Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models

15 July 2016

Papers citing "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models"

4 / 4 papers shown

Title
General Bayesian time-varying parameter VARs for predicting government bond yields M. Fischer Niko Hauzenberger Florian Huber Michael Pfarrhofer 29 0 0 26 Feb 2021
Inference in Bayesian Additive Vector Autoregressive Tree Models Florian Huber Luca Rossini 73 23 0 29 Jun 2020
Sparse Bayesian vector autoregressions in huge dimensions G. Kastner Florian Huber 76 95 0 11 Apr 2017
Sparse Bayesian time-varying covariance estimation in many dimensions G. Kastner 70 102 0 30 Aug 2016