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Items where Author is "Pettenuzzo, D"

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Koop, G and Korobilis, D and Pettenuzzo, D (2019) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics, 210 (1). pp. 135-154. ISSN 0304-4076


Korobilis, D and Pettenuzzo, D (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Tue Dec 6 18:32:41 2022 GMT.