Efficient Bayesian Inference in High Dimensional Time Series: Examples from Macroeconomics and Finance
Gregor Kastner (Vienna University of Economics and Business, Austria)
- Seminars Econometric Institute
Gregor Kastner (Vienna University of Economics and Business, Austria)
Olivier Marie , Olivier Marie (Erasmus University Rotterdam)
Roel Freriks (University of Groningen)
Jordi Blanes I Vidal (London School of Economics, United Kingdom)
Matthijs Oosterveen (Erasmus University Rotterdam)
Gurdip Bakshi (Temple University, United States)
Ana Figueiredo (Erasmus University Rotterdam)
Susan Dynarski (University of Michigan, United States)
Thorston Hothorn (University of Zurich)
Felix Ward (Erasmus University Rotterdam)
Rita Dias Pereira , Rita Dias Pereira (Erasmus University Rotterdam)
Emily Nix (USC Marshall School of Business, United States)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Dan Houser (George Mason University, United States)
Luigi Butera (University of Copenhagen, Denmark)
Wiljan van den Berge (CPB)
Marco Gregori , Marco Gregori (Erasmus University Rotterdam)
Jan Kabatek (University of Melbourne, Australia)
Camille Terrier (University of Lausanne, Switzerland)