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Robust Bayesian inference in proxy SVARs - MaRDI portal

Robust Bayesian inference in proxy SVARs (Q2116362)

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scientific article; zbMATH DE number 7491179
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English
Robust Bayesian inference in proxy SVARs
scientific article; zbMATH DE number 7491179

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    Robust Bayesian inference in proxy SVARs (English)
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    16 March 2022
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    external instruments
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    multiple priors
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    set-identification
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    SVAR
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    weak identification
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