Bayesian Covariance Regression and Autoregression

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Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
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.

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Emily Fox

Penn Statistics