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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
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Poon, Aubrey
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2019
Persistent link: https://www.econbiz.de/10012223665
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Switching cost models as hypothesis tests
Cohen, Samuel N.
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Henckel, Timo
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Menzies, Gordon Douglas
; …
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2018
Persistent link: https://www.econbiz.de/10012202573
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