Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Chan, JCC

Jacobi, L Zhu, D

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Field	Value	Language
dc.contributor.author	Chan, JCC https://orcid.org/0000-0003-3632-128X	en_US
dc.contributor.author	Jacobi, L	en_US
dc.contributor.author	Zhu, D https://orcid.org/0000-0003-1487-2232	en_US
dc.date.accessioned	2020-04-14T21:19:13Z
dc.date.available	2021-03-22T18:04:54Z
dc.date.issued	2020-03-02	en_US
dc.identifier.citation	JOURNAL OF FORECASTING, 2020, pp. ? - ? (10)	en_US
dc.identifier.issn	0277-6693	en_US
dc.identifier.uri	http://hdl.handle.net/10453/139993
dc.language	English	en_US
dc.publisher	WILEY	en_US
dc.relation.ispartof	JOURNAL OF FORECASTING	en_US
dc.relation.isbasedon	10.1002/for.2660	en_US
dc.rights	info:eu-repo/semantics/openAccess
dc.subject.classification	Econometrics	en_US
dc.title	Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation	en_US
dc.type	Journal Article
utslib.for	0104 Statistics	en_US
utslib.for	1403 Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Economics Discipline
utslib.copyright.status	open_access	*
pubs.publication-status	Published	en_US

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