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Time-varying parameter regression
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Fast and flexible Bayesian inference in time-varying
parameter
regression
models
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1904-1918
Persistent link: https://www.econbiz.de/10013540579
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