BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Year of publication: |
1992 ; Rev
|
---|---|
Authors: | Uhlig, Harald |
Publisher: |
Princeton, NJ |
Subject: | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
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