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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~person:"Pettenuzzo, Davide"
~subject:"VAR model"
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VAR model
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Pettenuzzo, Davide
Koop, Gary
5
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Journal of econometrics
Journal of monetary economics
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Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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2
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
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