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~isPartOf:"CREATES research paper"
~isPartOf:"Strathclyde discussion papers in economics"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
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Fast, order-invariant Bayesian inference in VARs using the
eigendecomposition
of the error covariance matrix
Wu, Ping
;
Koop, Gary
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2023
Persistent link: https://www.econbiz.de/10014316242
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10009751844
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
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2014
Persistent link: https://www.econbiz.de/10010358974
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