Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
| Year of publication: |
2010
|
|---|---|
| Authors: | Schorfheide, Frank ; Sill, Keith ; Kryshko, Maxym |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 26.2010, 2, p. 326-348
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