Regularizing Bayesian Predictive Regressions
Guanhao Feng, Nicholas G. Polson
Jianeng Xu
This package implements a regularization method for VAR and SUR models and provides functions for regularization path plots.
Regularizing Bayesian Predictive Regressions
Regularizing Bayesian Predictive Regressions
Guanhao Feng, Nicholas G. Polson
Jianeng Xu
This package implements a regularization method for VAR and SUR models and provides functions for regularization path plots.
Regularizing Bayesian Predictive Regressions
https://arxiv.org/abs/1606.01701