High-dimensional statistical learning: New methods to advance economic and sustainability policies

Dobernig, Karin (PI - Project head)
Kastner, Gregor (PI - Project head)
Hirk, Rainer (Researcher)
Vana Gür, Laura (Researcher)

Institute for Statistics and Mathematics

4 Journal article
1 Conference poster

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2019

Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Feldkircher, M., Huber, F. & Kastner, G., 2019.
Publication: Contribution to conference › Conference poster