ENBIS-15 in Prague

6 – 10 September 2015; Prague, Czech Republic Abstract submission: 1 February – 3 July 2015

Invited Session: ISBA Session on "Applied Bayesian Modelling - Simplicity meets Flexibility"

8 September 2015, 11:40 – 13:10

Shrinkage in the Time-Varying Parameter Framework
11:40 – 12:10 Angela Bitto (WU Wien)

Sparse Volatility Modelling for High-Dimensional Time Series
12:10 – 12:40 Gregor Kastner (Institute for Statistics and Mathematics, WU Wirtschaftsuniversität Wien)

Flexible Econometric Modelling Based on Sparse Finite Mixtures
12:40 – 13:10 Sylvia Fruhwirth-Schnatter (WU Vienna University of Economics and Business)

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