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~isPartOf:"Strathclyde discussion papers in economics"
~person:"Chiarella, Carl"
~person:"Clark, Todd E."
~person:"Haemers, Willem H."
~person:"Heckman, James J."
~person:"Herings, Peter Jean-Jacques"
~person:"Huber, Florian"
~person:"Pesaran, M. Hashem"
~person:"Zarzuelo, José M."
~subject:"Bayes-Statistik"
~subject:"Shapley-Wert"
~subject:"VAR model"
~subject:"Volatility"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Bayes-Statistik
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VAR model
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Chiarella, Carl
Clark, Todd E.
Haemers, Willem H.
Heckman, James J.
Herings, Peter Jean-Jacques
Huber, Florian
Pesaran, M. Hashem
Zarzuelo, José M.
Koop, Gary
13
Korobilis, Dimitris
2
Leon-Gonzalez, Roberto
2
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2
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2
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1
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1
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1
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Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
3
On identification of Bayesian DSGE models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron
-
2011
Persistent link: https://www.econbiz.de/10009231280
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