Work

Forecasting with the Optimal Choice of Hyperparameters for Bayesian VARs

Year: 2024

Type: article

Source: Journal of Money & Finance

DOI: 10.21023/jmf.38.3.3

Author: Byunghee Seong

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403144425

FWCI: 0.316

Cites:

Cited by: 1

Related to: 10