Comparing hybrid time-varying parameter VARs
Year of publication: |
2018
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Authors: | Chan, Joshua ; Eisenstat, Eric |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 1-5
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Subject: | Bayesian model comparison | Marginal likelihood | State space | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Zustandsraummodell | State space model | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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