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Model validation and DSGE modeling
Poudyal, Niraj
;
Spanos, Aris
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-25
misspecified, and when respecified to arrive at a statistically adequate model gives rise to the
Student’s
t
VAR
model. This …
Persistent link: https://www.econbiz.de/10013355187
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