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Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity

Lütkepohl, Helmut, Woźniak, Tomasz
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Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2020.103862
Date:
February, 2020
File:
PDF, 1.47 MB
2020
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