Bayesian autoregressive distributed lag via stochastic Gradient Hamiltonian Monte Carlo

Abstract (The main objective of the study is the integration of the Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) in estimating the parameters of the Bayesian Autoregressive Distributed Lag (BADL) model. In particular, the a priori set for the weights of the BADL is assumed to have fixed hyper...

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Bibliographic Details

Main Author:	Asaad, Al-ahmadgaid B. (Author)
Format:	Thesis
Language:	English
Subjects:	Gross Domestic Data. Growth Rate.