Bayesian Network Estimation for High-Dimensional Panel VARs
Working Paper (2025)
Zhiruo Zhang, Firmin Doko Tchatoka, and Qazi Haque
Publications
Working Papers & Manuscripts
Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs
Draft Coming Soon
Zhiruo Zhang, Firmin Doko Tchatoka, and Qazi Haque