Intrinsic Bayesian Estimation of Vector Autoregression...

Intrinsic Bayesian Estimation of Vector Autoregression Impulse Responses

Ni, Shawn, Sun, Dongchu, Sun, Xiaoqian
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Volume:
25
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500106000000378
Date:
April, 2007
File:
PDF, 414 KB
english, 2007
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