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Recent Developments in Bayesian Econometrics and Their Applications

By Stepan Mazur

Recent Developments in Bayesian Econometrics and Their Applications

By Stepan Mazur

0 - Default Title
Description
- Forecasting with Bayesian Vector Autoregressions Revisited.- Large Bayesian Tensor VARs with Stochastic Volatility.- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data.- VAR Models with Fat Tails and Dynamic Asymmetry.- International Transmission of Macroeconomic Uncertainty in Small.- Modeling Local Predictive Ability using Power-Transformed Gaussian Processes.- Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models.- Bayesian Regularization of the Tangency Portfolio.- Predictive Decision Synthesis for Portfolios: Betting on Better Models.
Product details
Number of Pages:
264
Release Date:
2025-10-14
Publication Date:
2025-10-14
Publisher:
Springer
Languages:
Original: English
ISBN10:
3032001099
ISBN13:
9783032001092
GPSR Manufacturer Reference:
[email protected]
Weight:
563 g
Height:
160 cm
Width:
241 cm
Thickness:
20 cm
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