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BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R - MaRDI portal

BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

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Publication:91943

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DOI10.18637/JSS.V104.I09MaRDI QIDQ91943

Maximilian Boeck, Martin Feldkircher, Florian Huber

Publication date: 2022

Published in: Journal of Statistical Software (Search for Journal in Brave)

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