Media type: E-Book Title: Bayesian rank selection in multivariate regression Contributor: Jiang, Bin [Author]; Panagiotelis, Anastasios [Author]; Athanasopoulos, George [Author]; Hyndman, Rob J. [Author]; Vahid, Farshid [Author] Published: Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016 Published in: Monash University: Working paper ; 2016,0600 Extent: 1 Online-Ressource (circa 45 Seiten); Illustrationen Language: English Keywords: Singular Value Decomposition ; Model Selection ; Vector Autoregression ; Macroeconomic Forecasting ; Dynamic Factor Models ; Graue Literatur Origination: Footnote: Access State: Open Access