Nonparametric Vector Autoregressions: Specification, Estimation, and Inference (Q3295731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Vector Autoregressions: Specification, Estimation, and Inference |
scientific article |
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Nonparametric Vector Autoregressions: Specification, Estimation, and Inference (English)
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10 July 2020
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additive model
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VAR model
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Bayesian model comparison
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Markov chain Monte Carlo
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