Steady-state priors and Bayesian variable selection in VAR forecasting.
| Autor: | Louzis, Dimitrios P.1 |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Dec2016, Vol. 20 Issue 5, p495-527. 33p. 8 Charts, 13 Graphs. |
| Databáze: | Business Source Ultimate |
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