Forecasting large datasets with Bayesian reduced rank multivariate models :: Andrea Carriero :: Centre for Economic Policy Research 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title Forecasting large datasets with Bayesian reduced rank multivariate models
Author Andrea Carriero
Contributors G. Kapetanios, Massimiliano Marcellino, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Descriptive Notes

Title from the cover.
"International macroeconomics".

Topics

Economic forecasting :: Statistical methods

Catalogue Data

OBNB ID GBB096997
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 26 p.
P1042 Includes bibliographical references.

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Forecasting large datasets with Bayesian reduced rank multivariate models by Andrea Carriero. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.