Hierarchical shrinkage priors for dynamic regressions with many predictors

International Journal of Forecasting

Volumn 29, Issue 1, 2013, Pages 43-59

  Korobilis, Dimitris ^a  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Bayesian lasso; Factor model; Forecasting; Shrinkage; Variable selection

Indexed keywords

EID: 84864085496     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2012.05.006     Document Type: Article

References (29)

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