Bayesian Semiparametric Multiple Shrinkage
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Cited by:
- Korobilis, Dimitris, 2013.
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- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- Didier Nibbering, 2024. "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 481-497, April.
- Nanye Long & Samuel P Dickson & Jessica M Maia & Hee Shin Kim & Qianqian Zhu & Andrew S Allen, 2013. "Leveraging Prior Information to Detect Causal Variants via Multi-Variant Regression," PLOS Computational Biology, Public Library of Science, vol. 9(6), pages 1-11, June.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023.
"A flexible predictive density combination for large financial data sets in regular and crisis periods,"
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- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022. "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers 22-053/III, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019.
"Bayesian nonparametric sparse VAR models,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse VAR models," Papers 1608.02740, arXiv.org, revised Oct 2018.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers 2016:20, Department of Economics, University of Venice "Ca' Foscari".
- Subharup Guha & Rex Jung & David Dunson, 2022. "Predicting phenotypes from brain connection structure," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 639-668, June.
- Didier Nibbering, 2023. "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers 19/23, Monash University, Department of Econometrics and Business Statistics.
- Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl, 2015. "Modelling household finances: A Bayesian approach to a multivariate two-part model," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 190-207.
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