Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study

Fuente: arXiv

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Bibliographic Details
Main Authors:	Katz, Harrison, Weiss, Robert E.
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.05489