Large Bayesian SVARs with linear restrictions
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Publication:6664629
DOI10.1016/j.jeconom.2024.105850MaRDI QIDQ6664629
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
large vector autoregressionover-identifying restrictionsproxy-SVARequality and inequality restrictions
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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