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~subject:"Estimation theory"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"cointegration"
~subject:"impulse responses"
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Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
4
A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions
Yang, Fengkai
;
Yuan, Haijing
- In:
Computational economics
49
(
2017
)
4
,
pp. 579-597
Persistent link: https://www.econbiz.de/10011762138
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