Fast estimation of a large TVP-VAR model with score-driven volatilities

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Publication:6556130

DOI10.1016/J.JEDC.2023.104762MaRDI QIDQ6556130

Yongmiao Hong, Tingguo Zheng, Shiqi Ye

Publication date: 17 June 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)






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