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Bayesian compressed vector autoregressions

Bayesian compressed vector autoregressions

Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide
  • 期刊名称Journal of Econometrics
  • 作者Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide
  • 印刷ISSN0304-4076
  • 文件大小932.21KB
  • 发表时间2018-11
  • DOI10.1016/j.jeconom.2018.11.009
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