High-dimensional macroeconomic forecasting using message passing algorithms

23 April 2020

Papers citing "High-dimensional macroeconomic forecasting using message passing algorithms"

3 / 3 papers shown

Title
Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples P. Wang Min-ge Xie Linjun Zhang 202 5 0 19 Sep 2022
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 91 37 0 23 Oct 2019
Bayesian dynamic variable selection in high dimensions Gary Koop Dimitris Korobilis 57 39 0 09 Sep 2018