Research output per year
Research output per year
Search results
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2019
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis
Chan, J. C. C., Jacobi, L. & Zhu, D., 2019, Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A. Jeliazkov, I. & Tobias, J. L. (eds.). 1st ed. Bingley UK: Emerald Group Publishing Limited, p. 229-248 20 p. (Advances in Econometrics; vol. 40).Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review