FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3178333391> ?p ?o ?g. }

• W3178333391 endingPage "525" @default.
• W3178333391 startingPage "501" @default.
• W3178333391 abstract "Abstract Vector autoregressions (VARs) are richly parameterized time series models that can capture complex dynamic interrelationships among macroeconomic variables. However, in small samples the rich parametrization of VAR models may come at the cost of overfitting the data, possibly leading to imprecise inference for key quantities of interest such as impulse response functions (IRFs). Bayesian VARs (BVARs) can use prior information to shrink the model parameters, potentially avoiding such overfitting. We provide a simulation study to compare, in terms of the frequentist properties of the estimates of the IRFs, useful strategies to select the informativeness of the prior. The study reveals that prior information may help to obtain more precise estimates of impulse response functions than classical OLS-estimated VARs and more accurate coverage rates of error bands in small samples. Strategies based on selecting the prior hyperparameters of the BVAR building on empirical or hierarchical modeling perform particularly well." @default.
• W3178333391 created "2021-07-19" @default.
• W3178333391 creator A5010488802 @default.
• W3178333391 creator A5088274455 @default.
• W3178333391 date "2021-07-08" @default.
• W3178333391 modified "2023-10-16" @default.
• W3178333391 title "A Comparison of Approaches to Select the Informativeness of Priors in BVARs" @default.
• W3178333391 cites W1514143470 @default.
• W3178333391 cites W1518940614 @default.
• W3178333391 cites W1587521399 @default.
• W3178333391 cites W1988520084 @default.
• W3178333391 cites W2019459021 @default.
• W3178333391 cites W2029202224 @default.
• W3178333391 cites W2052610825 @default.
• W3178333391 cites W2092270509 @default.
• W3178333391 cites W2099036148 @default.
• W3178333391 cites W2126651316 @default.
• W3178333391 cites W2148557226 @default.
• W3178333391 cites W2479390720 @default.
• W3178333391 cites W2513234941 @default.
• W3178333391 cites W2614854554 @default.
• W3178333391 cites W3121748989 @default.
• W3178333391 cites W3123654570 @default.
• W3178333391 cites W3125162238 @default.
• W3178333391 cites W3125517020 @default.
• W3178333391 cites W3125888116 @default.
• W3178333391 cites W4214937441 @default.
• W3178333391 cites W4298302017 @default.
• W3178333391 doi "https://doi.org/10.1515/jbnst-2020-0050" @default.
• W3178333391 hasPublicationYear "2021" @default.
• W3178333391 type Work @default.
• W3178333391 sameAs 3178333391 @default.
• W3178333391 citedByCount "0" @default.
• W3178333391 crossrefType "journal-article" @default.
• W3178333391 hasAuthorship W3178333391A5010488802 @default.
• W3178333391 hasAuthorship W3178333391A5088274455 @default.
• W3178333391 hasConcept C107673813 @default.
• W3178333391 hasConcept C11413529 @default.
• W3178333391 hasConcept C119857082 @default.
• W3178333391 hasConcept C121332964 @default.
• W3178333391 hasConcept C134306372 @default.
• W3178333391 hasConcept C137703641 @default.
• W3178333391 hasConcept C149782125 @default.
• W3178333391 hasConcept C154945302 @default.
• W3178333391 hasConcept C159877910 @default.
• W3178333391 hasConcept C160234255 @default.
• W3178333391 hasConcept C162376815 @default.
• W3178333391 hasConcept C165464430 @default.
• W3178333391 hasConcept C177769412 @default.
• W3178333391 hasConcept C202887219 @default.
• W3178333391 hasConcept C22019652 @default.
• W3178333391 hasConcept C2776214188 @default.
• W3178333391 hasConcept C33923547 @default.
• W3178333391 hasConcept C41008148 @default.
• W3178333391 hasConcept C50644808 @default.
• W3178333391 hasConcept C62520636 @default.
• W3178333391 hasConcept C72279823 @default.
• W3178333391 hasConcept C74902906 @default.
• W3178333391 hasConcept C8642999 @default.
• W3178333391 hasConceptScore W3178333391C107673813 @default.
• W3178333391 hasConceptScore W3178333391C11413529 @default.
• W3178333391 hasConceptScore W3178333391C119857082 @default.
• W3178333391 hasConceptScore W3178333391C121332964 @default.
• W3178333391 hasConceptScore W3178333391C134306372 @default.
• W3178333391 hasConceptScore W3178333391C137703641 @default.
• W3178333391 hasConceptScore W3178333391C149782125 @default.
• W3178333391 hasConceptScore W3178333391C154945302 @default.
• W3178333391 hasConceptScore W3178333391C159877910 @default.
• W3178333391 hasConceptScore W3178333391C160234255 @default.
• W3178333391 hasConceptScore W3178333391C162376815 @default.
• W3178333391 hasConceptScore W3178333391C165464430 @default.
• W3178333391 hasConceptScore W3178333391C177769412 @default.
• W3178333391 hasConceptScore W3178333391C202887219 @default.
• W3178333391 hasConceptScore W3178333391C22019652 @default.
• W3178333391 hasConceptScore W3178333391C2776214188 @default.
• W3178333391 hasConceptScore W3178333391C33923547 @default.
• W3178333391 hasConceptScore W3178333391C41008148 @default.
• W3178333391 hasConceptScore W3178333391C50644808 @default.
• W3178333391 hasConceptScore W3178333391C62520636 @default.
• W3178333391 hasConceptScore W3178333391C72279823 @default.
• W3178333391 hasConceptScore W3178333391C74902906 @default.
• W3178333391 hasConceptScore W3178333391C8642999 @default.
• W3178333391 hasIssue "4" @default.
• W3178333391 hasLocation W31783333911 @default.
• W3178333391 hasOpenAccess W3178333391 @default.
• W3178333391 hasPrimaryLocation W31783333911 @default.
• W3178333391 hasRelatedWork W1529069387 @default.
• W3178333391 hasRelatedWork W1758009663 @default.
• W3178333391 hasRelatedWork W1984485239 @default.
• W3178333391 hasRelatedWork W2077706297 @default.
• W3178333391 hasRelatedWork W2093647618 @default.
• W3178333391 hasRelatedWork W3122572782 @default.
• W3178333391 hasRelatedWork W3124410927 @default.
• W3178333391 hasRelatedWork W3178333391 @default.
• W3178333391 hasRelatedWork W4292122269 @default.
• W3178333391 hasRelatedWork W4297848621 @default.
• W3178333391 hasVolume "241" @default.
• W3178333391 isParatext "false" @default.

• next