Items where Author is "Pettenuzzo, Davide"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.
Article
Korobilis, Dimitris and Pettenuzzo, Davide (2019) Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions. Journal of Econometrics, 212 (1). pp. 241-271. DOI https://doi.org/10.1016/j.jeconom.2019.04.029