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subject:"Germany"
subject:"Risiko"
~isPartOf:"CAMA working paper series"
~person:"Koop, Gary"
~subject:"Prognoseverfahren"
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Koop, Gary
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Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
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