Bayesian stochastic search for VAR model restrictions

Bayesian stochastic search for VAR model restrictions

Edward I. George, Dongchu Sun, Shawn Ni
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Volume:
142
Year:
2008
Language:
english
Pages:
28
DOI:
10.1016/j.jeconom.2007.08.017
File:
PDF, 369 KB
english, 2008
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