Bayesian Covariance Regression and Autoregression
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Econometrics Seminar
University of Pennsylvania
3718 Locust Walk
309 McNeil Building
309 McNeil Building
Philadelphia, PA
19104
United States
Associated papers:
Autoregressive Models for Variance Matrices: Stationary Inverse Wishart Processes (Joint with Mike West)
Bayesian Nonparametric Covariance Regression (Joint with David Dunson)
If you have questions, please contact Professor Schorfheide, the event organizer.