VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VEC-MSF models in Bayesian analysis of short- and long-run relationships |
scientific article |
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VEC-MSF models in Bayesian analysis of short- and long-run relationships (English)
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30 March 2023
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Bayesian analysis
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cointegration
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Markov chain Monte Carlo methods
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stochastic volatility
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