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~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Sequential Monte Carlo"
~subject:"Zeitreihenanalyse"
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Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
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2014
Persistent link: https://www.econbiz.de/10010497164
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