Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371)
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English | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors |
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Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (English)
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2 September 2019
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big data
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forecasting
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structural VAR
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