Steady-state priors for vector autoregressions
Year of publication: |
2009
|
---|---|
Authors: | Villani, Mattias |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 24.2009, 4, p. 630-650
|
Subject: | VAR-Modell | VAR model | Statistische Methode | Statistical method |
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