The top documents tagged [bayesian var estimate]

Shrinkage Estimation of Vector Autoregressive Models Pawin Siriprapanukul pawin@econ.tu.ac.th 11 January 2010.

Shrinkage Estimation of Vector Autoregressive Models Pawin Siriprapanukul [email protected] 11 January 2010.

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Shrinkage Estimation of Vector Autoregressive Models

Shrinkage Estimation of Vector Autoregressive Models

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