Sparse Bayesian Vector Autoregressions in Huge Dimensions

Gregor Kastner, Forian Huber

Institute for Statistics and Mathematics

Publication: Scientific journal › Journal article › peer-review

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High-dimensional statistical learning: New methods to advance economic and sustainability policies
Dobernig, K. (PI - Project head), Kastner, G. (PI - Project head), Hirk, R. (Researcher) & Vana Gür, L. (Researcher)
1/08/19 → 31/07/23
Project: Research funding