Structural analysis with multivariate autoregressive index models (Q281034)

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Structural analysis with multivariate autoregressive index models
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    Structural analysis with multivariate autoregressive index models (English)
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    10 May 2016
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    large datasets
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    multivariate autoregressive index models
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    reduced rank regressions
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    Bayesian VARs
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    factor models
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    forecasting
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    structural analysis
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