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Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autori principali:	Martin Feldkircher, Luis Gruber, Florian Huber, Gregor Kastner
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2024
Soggetti:	Journal of Forecasting
Accesso online:	Acceder al recurso
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