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"A Bayesian analysis of normalized VAR models."

Dongchu Sun, Shawn Ni (2014)

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DOI: 10.1016/J.JMVA.2013.11.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Dongchu Sun, Shawn Ni:
A Bayesian analysis of normalized VAR models. J. Multivar. Anal. 124: 247-259 (2014)

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