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Latest revision as of 10:24, 8 July 2024

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Sparse seemingly unrelated regression modelling: applications in finance and econometrics
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    Sparse seemingly unrelated regression modelling: applications in finance and econometrics (English)
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    14 April 2014
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    dynamic linear model
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    Gaussian graphical model
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    hyper-inverse Wishart distribution
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    marginal likelihood
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    Markov chain Monte Carlo
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    variable selection
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