Bayesian estimation of cluster covariance matrices of unknown form
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Publication:6554209
DOI10.1016/j.jeconom.2024.105725MaRDI QIDQ6554209
Publication date: 12 June 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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