Inference in Bayesian Additive Vector Autoregressive Tree Models

v1v2 (latest)

Inference in Bayesian Additive Vector Autoregressive Tree Models

29 June 2020

ArXiv (abs)PDF HTML

Papers citing "Inference in Bayesian Additive Vector Autoregressive Tree Models"

6 / 6 papers shown

Title
Macroeconomic Forecasting with Large Language Models Andrea Carriero Davide Pettenuzzo Shubhranshu Shekhar 106 5 0 01 Jul 2024
Bayesian Nonlinear Regression using Sums of Simple Functions Florian Huber 44 1 0 04 Dec 2023
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks Philippe Goulet Coulombe Mikael Frenette Karin Klieber 49 3 0 27 Nov 2023
Predictive Density Combination Using a Tree-Based Synthesis Function Tony Chernis Niko Hauzenberger Florian Huber Gary Koop James Mitchell 68 2 0 21 Nov 2023
Static and Dynamic BART for Rank-Order Data Matteo Iacopini Eoghan OÑeill Luca Rossini 29 0 0 20 Aug 2023
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner 65 84 0 28 Aug 2020