Bayesian reduced rank regression in econometrics (Q1126468)

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scientific article; zbMATH DE number 955389
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    Bayesian reduced rank regression in econometrics
    scientific article; zbMATH DE number 955389

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      Bayesian reduced rank regression in econometrics (English)
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      19 January 1997
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      reduced rank regression model
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      noninformative reference priors
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      Markov chain sampling algorithm
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      predictive odds ratios
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      regression models
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      capital asset pricing model
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