Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors
Yang, Aijun, Xiang, Ju, Shu, Lianjie, Yang, HongqiangVolume:
51
Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-017-9741-1
Date:
February, 2018
File:
PDF, 389 KB
english, 2018