Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure

DOI10.1080/07350015.2018.1451336zbMATH Open1547.62658MaRDI QIDQ6626285

Joshua C. C. Chan

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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