Foodoil_TVP

Mendeley Data2021-07-15 更新2026-04-09 收录

石油与食品价格动态关系

时变参数模型

数据链接：

https://data.mendeley.com/datasets/v2vffcnhzg 数据链接链接失效反馈

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资源简介：

Replication files for paper "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?", by Gert Peersman, Sebastian Rüth and Wouter Van der Veken

创建时间：

2021-07-15

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

时变参数模型

预测分析

Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasingly used to induce sh

DataCite Commons2021-09-29 更新50

Foodoil_TVP

石油与食品价格联动

时变参数模型

Replication files for paper "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?", by Gert Peersman, Sebastian Rüth and Wouter Van der Veken

NIAID Data Ecosystem30

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

宏观经济预测

时变参数模型

Taylor & Francis Group2021-09-29 更新10

Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models

时变参数模型

贝叶斯超参数选择

Time-varying parameter models with stochastic volatility are widely used to study macroeconomic and financial data. These models are almost exclusively estimated using Bayesian methods. A common pract

NIAID Data Ecosystem40

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

时变参数模型

宏观经济预测

NIAID Data Ecosystem30

Foodoil_TVP

资源简介：

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