Large Order-Invariant Bayesian VARs with Stochastic Volatility

DOI10.1080/07350015.2023.2252039zbMATH Open1547.62659MaRDI QIDQ6626250

Xuewen Yu, Joshua C. C. Chan, Gary Koop

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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