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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O., (2001)
Nonlinear VAR : some theory and an application to US GNP and unemployment
Altissimo, Filippo, (1998)
Investigating economic trends and cycles
Pollock, David Stephen G., (2007)
Forecasting with medium and large Bayesian VARs
Koop, Gary, (2013)
"Objective" Bayesian unit root tests
Koop, Gary, (1992)
Analysis of economic data