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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
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| Authors and Corporations: | , , |
|---|---|
| Title: | Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation/ Joshua C. C. Chan, Liana Jacobi, Dan Zhu |
| Type of Resource: | E-Book |
| Language: | English |
| published: |
[Canberra]
Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis
2019
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| Series: |
Australian National University: CAMA working paper series ; 2019, 46 (June 2019)
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| Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |