Bayesian averaging of classical estimates in asymmetric vector autoregressive models (Q5267872)

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scientific article; zbMATH DE number 6730495
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Bayesian averaging of classical estimates in asymmetric vector autoregressive models
scientific article; zbMATH DE number 6730495

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    Bayesian averaging of classical estimates in asymmetric vector autoregressive models (English)
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    13 June 2017
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    AVAR
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    BACE
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    forecasting
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    robustness procedures
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