Model-based approach for scenario design: stress test severity and banks' resiliency
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Cites work
- A new look at the statistical model identification
- A simple and efficient simulation smoother for state space time series analysis
- Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- Forecasting and turning point predictions in a Bayesian panel VAR model
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Generalized impulse response analysis in linear multivariate models
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
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