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Choosing between identification schemes in noisy-news models - MaRDI portal

Choosing between identification schemes in noisy-news models (Q2700532)

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Choosing between identification schemes in noisy-news models
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    Choosing between identification schemes in noisy-news models (English)
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    27 April 2023
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    Bayesian estimation
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    noise shocks
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    Savage-Dickey density ratio
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    structural identification
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    vector autoregressive moving average models
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