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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~person:"Gefang, Deborah"
~subject:"Stochastic volatility"
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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