Reducing the state space dimension in a large TVP-VAR (Q2190242)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing the state space dimension in a large TVP-VAR |
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Reducing the state space dimension in a large TVP-VAR (English)
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18 June 2020
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large VAR
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time varying parameter
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reduced rank covariance matrix
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