Bayesian testing of restrictions on vector autoregressive models (Q453023): Difference between revisions

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Latest revision as of 16:23, 5 July 2024

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Bayesian testing of restrictions on vector autoregressive models
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    Bayesian testing of restrictions on vector autoregressive models (English)
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    18 September 2012
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    Bayesian VAR
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    Bayes factor
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    MCMC
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