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language:"eng"
~isPartOf:"Annals of economics and statistics"
~subject:"Schätztheorie"
~subject:"VAR model"
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Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 333-361
Persistent link: https://www.econbiz.de/10011592757
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