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)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)