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  • Search: subject:"Time-varying variable selection"
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ARCH model 1 ARCH-Modell 1 Bayes-Statistik 1 Bayesian inference 1 Business cycle 1 Dynamic graphical models 1 Estimation 1 Forecasting model 1 Konjunktur 1 Macroeconomic time series 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate volatility 1 Prognoseverfahren 1 Schätzung 1 Sparse time-varying VAR models 1 Theorie 1 Theory 1 Time series analysis 1 Time-varying variable selection 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Nakajima, Jouchi 1 West, Mike 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi; West, Mike - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
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