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How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
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| Zeitschriftentitel: | SSRN Electronic Journal |
|---|---|
| Personen und Körperschaften: | , , |
| In: | SSRN Electronic Journal, 2018 |
| Format: | E-Article |
| Sprache: | Englisch |
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Elsevier BV
|
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Chan, Joshua Jacobi, Liana Zhu, Dan Chan, Joshua Jacobi, Liana Zhu, Dan |
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Chan, Joshua Jacobi, Liana Zhu, Dan |
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Chan, Joshua Jacobi, Liana Zhu, Dan SSRN Electronic Journal How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis Pharmacology (medical) |
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Chan, Joshua Jacobi, Liana Zhu, Dan 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.3187046 How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis SSRN Electronic Journal |
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| title |
How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
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How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
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How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
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How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
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How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_short |
How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_sort |
how sensitive are var forecasts to prior hyperparameters? an automated sensitivity analysis |
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Pharmacology (medical) |
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http://dx.doi.org/10.2139/ssrn.3187046 |
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2018 |
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| spelling | Chan, Joshua Jacobi, Liana Zhu, Dan 1556-5068 Elsevier BV Pharmacology (medical) http://dx.doi.org/10.2139/ssrn.3187046 How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis SSRN Electronic Journal |
| spellingShingle | Chan, Joshua, Jacobi, Liana, Zhu, Dan, SSRN Electronic Journal, How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis, Pharmacology (medical) |
| title | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_full | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_fullStr | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_full_unstemmed | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_short | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| title_sort | how sensitive are var forecasts to prior hyperparameters? an automated sensitivity analysis |
| title_unstemmed | How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis |
| topic | Pharmacology (medical) |
| url | http://dx.doi.org/10.2139/ssrn.3187046 |