Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models
Year of publication: |
2014
|
---|---|
Authors: | Albis, Manuel Leonard F. ; Mapa, Dennis S. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | BACE | AVAR | Robustness Procedures |
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