Bayesian testing of restrictions on vector autoregressive models (Q453023)
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scientific article; zbMATH DE number 6083689
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| English | Bayesian testing of restrictions on vector autoregressive models |
scientific article; zbMATH DE number 6083689 |
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Bayesian testing of restrictions on vector autoregressive models (English)
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18 September 2012
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Bayesian VAR
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Bayes factor
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MCMC
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