A Gibbs sampler for structural vector autoregressions (Q97972): Difference between revisions
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scientific article
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English | A Gibbs sampler for structural vector autoregressions |
scientific article |
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28
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2
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349-366
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November 2003
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24 October 2008
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A Gibbs sampler for structural vector autoregressions (English)
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simultaneity
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importance sampling
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Gibbs sampler
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