Bayesian vector autoregressions with stochastic volatility
Uhlig,H.F.H.V.S.
Uhlig,H.F.H.V.S.
Abstract
Description
Pagination: 14
Date
1997
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Publisher
Research Projects
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Citation
Uhlig, H F H V S 1997, 'Bayesian vector autoregressions with stochastic volatility', Econometrica, vol. 65, no. 1, pp. 59-73.
License
info:eu-repo/semantics/restrictedAccess