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subject:"Deutschland"
type:"book"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~person:"Bognanni, Mark"
~subject:"Bayes-Statistik"
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Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
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