Bayesian reduced rank regression in econometrics (Q1126468)

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Bayesian reduced rank regression in econometrics
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    Bayesian reduced rank regression in econometrics (English)
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    19 January 1997
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    reduced rank regression model
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    noninformative reference priors
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    Markov chain sampling algorithm
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    predictive odds ratios
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    regression models
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    capital asset pricing model
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