A Gibbs sampler for structural vector autoregressions (Q97972)

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A Gibbs sampler for structural vector autoregressions
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    Statements

    28
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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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