Comparing hybrid time-varying parameter VARs (Q1787975)

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Comparing hybrid time-varying parameter VARs
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    title
    Comparing hybrid time-varying parameter VARs (English)
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    author
    Joshua C. C. Chan
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    Eric Eisenstat
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    publication date
    8 October 2018
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    zbMATH Keywords
    state space
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    marginal likelihood
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    Bayesian model comparison
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    Identifiers

    zbMATH DE Number
    6948313
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