Travail de recherche/Working paper
| Titre: |
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| Auteur: | Banbura, Martha; Giannone, Domenico; Lenza, Michèle |
| Statut de publication: | Publié, 2014-03 |
| series: | ECARES Working Papers, ECARES 2014-15 |
| Sujet CREF: | Economie |
| Sujet JEL: | Bayesian Analysis |
| Estimation | |
| Multiple or Simultaneous Equation Models: Models with Panel Data | |
| Forecasting and Other Model Applications | |
| Volumes/pages: | 36 p. |
| Mots-clés: | vector autoregression |
| bayesian shrinkage | |
| dynamic factor model | |
| conditional forecast | |
| large cross-sections | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/158499 |
