Nonparametric Vector Autoregressions: Specification, Estimation, and Inference (Q3295731)

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Nonparametric Vector Autoregressions: Specification, Estimation, and Inference
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    Nonparametric Vector Autoregressions: Specification, Estimation, and Inference (English)
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    10 July 2020
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    additive model
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    VAR model
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    Bayesian model comparison
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    Markov chain Monte Carlo
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