Shrinkage estimators in macroeconomic forecasting: Bayesian VAR
Maroz, Danila (A.A. 2014/2015) Shrinkage estimators in macroeconomic forecasting: Bayesian VAR. Tesi di Laurea in Applied statistics and econometrics, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 35. [Bachelor's Degree Thesis]
|
PDF (Full text)
Download (1MB) | Preview |
Abstract/Index
Regularization. Macroeconomic forecasting. BVAR in macroeconomic forecasting. Variables of interest. List of variables. Test of predictive ability results. Conditional test results.
References
Bibliografia: pp. 34-35.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Applied statistics and econometrics |
| Thesis Supervisor: | Ragusa, Giuseppe |
| Academic Year: | 2014/2015 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Dec 2015 14:12 |
| Last Modified: | 11 Apr 2017 09:20 |
| URI: | https://tesi.luiss.it/id/eprint/15060 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
