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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:"Koop, Gary"
~subject:"Bayes-Statistik"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Vector autoregressive process"
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savage dickey density ratio
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structural identification
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Gefang, Deborah
Koop, Gary
Cavicchioli, Maddalena
2
Chan, Joshua
2
Eisenstat, Eric
2
Fazzari, Steven M.
2
Hecq, Alain W. J.
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Karlsson, Sune
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Kurita, Takamitsu
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Strathclyde discussion papers in economics
12
Journal of econometrics
6
Federal Reserve Bank of Cleveland working paper series
5
International journal of forecasting
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Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
2
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:
3
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
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