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~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Gefang, Deborah"
~person:"Kilian, Lutz"
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Search: subject_exact:"Vector autoregressive process"
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
2
Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach
Gefang, Deborah
;
Strachan, Rodney W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009514130
Saved in:
3
A practitioner's guide to lag order selection for VAR impulse reponse analysis
Ivanov, Ventzislav
(
contributor
);
Kilian, Lutz
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003283144
Saved in:
4
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
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