Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage
| Autor: | Gefang, Deborah |
|---|---|
| Zdroj: | In International Journal of Forecasting January-March 2014 30(1):1-11 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Gefang, Deborah |
|---|---|
| Zdroj: | In International Journal of Forecasting January-March 2014 30(1):1-11 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect