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subject:"ARCH-Modell"
subject:"Börsenkurs"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Bayesian inference"
~subject:"Kointegration"
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ARCH-Modell
Börsenkurs
Bayesian inference
Kointegration
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On identification of Bayesian DSGE models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron
-
2011
Persistent link: https://www.econbiz.de/10009231280
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Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
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