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Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Martin Feldkircher (Contributor)
Florian Huber (Contributor)
Gregor Kastner (Contributor)
Institute for Statistics and Mathematics
Activity
:
Talk or presentation
›
Science to science
Period
15 Feb 2018
→
16 Feb 2018
Event title
1st Vienna Workshop on Economic Forecasting
Event type
Unknown
Degree of Recognition
National
Austrian Classification of Fields of Science and Technology (ÖFOS)
101026 Time series analysis
502025 Econometrics
101018 Statistics
102022 Software development
Documents & Links
https://www.ihs.ac.at/conferences/forecasting/