Bayesian Dynamic Tensor Regression-Reference-Cited by-同舟云学术

Bayesian Dynamic Tensor Regression

Published:2022-03-21 Issue:2 Volume:41 Page:429-439
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Billio Monica¹^ORCID,Casarin Roberto¹^ORCID,Iacopini Matteo²³^ORCID,Kaufmann Sylvia⁴

Affiliation:

1. Department of Economics, Ca’ Foscari University of Venice, Venezia, Italy

2. Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

3. Tinbergen Institute, Amsterdam, Netherlands

4. Study Center Gerzensee, Foundation of the Swiss National Bank, Gerzensee, Switzerland

Funder

Marie Sklodowska-Curie

Ministero dell'Istruzione, dell'Università e della Ricerca

Université Franco-Italienne.

the Italian Ministry MIUR under the PRIN project Hi-Di NET – Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance

the EU Horizon 2020 programme under the Marie Skłodowska-Curie scheme

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2032721

Reference55 articles.

1. Two Mixed Normal Densities from Cointegration Analysis

2. Multiplex interbank networks and systemic importance: An application to European data

3. Dynamic Chain Graph Models for Time Series Network Data

4. Exact posterior computation in non-conjugate Gaussian location-scale parameters models

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