Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
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Publication:2116351
DOI10.1016/j.jeconom.2021.11.010OpenAlexW4200088725MaRDI QIDQ2116351
Andrea Carriero, Massimiliano Marcellino, Joshua Chan, Todd E. Clark
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.11.010
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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