BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS

DOI10.1111/iere.12623arXiv1809.03031OpenAlexW3022379982MaRDI QIDQ6088682

Dimitris Korobilis, Gary Koop

Publication date: 16 November 2023

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.03031

Mathematics Subject Classification ID

Statistics (62-XX)

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