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Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - In: Economics letters 131 (2015), pp. 29-33
Persistent link: https://www.econbiz.de/10011422529
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - In: Economics letters 171 (2018), pp. 1-5
Persistent link: https://www.econbiz.de/10012021809