Bayesian nonparametric sparse VAR models
- 期刊名称Journal of Econometrics
- 作者Billio, Monica; Casarin, Roberto; Rossini, Luca
- 印刷ISSN0304-4076
- 文件大小2192.39KB
- 发表时间2019-4
- DOI10.1016/j.jeconom.2019.04.022
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