A computationally efficient method for vector autoregression with mixed frequency data
Year of publication: |
August 2016
|
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Authors: | Qian, Hang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 433-437
|
Subject: | VAR | Kalman filter | Bayesian | VAR-Modell | VAR model | Theorie | Theory | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
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