Forecasting with Specification‐Switching VARs (Q4687623)
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scientific article; zbMATH DE number 6952619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with Specification‐Switching VARs |
scientific article; zbMATH DE number 6952619 |
Statements
Forecasting with Specification‐Switching VARs (English)
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12 October 2018
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dynamic model averaging
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dynamic model selection
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Bayesian estimation
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vector autoregressions
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