Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model
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- Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, Elsevier.
- Peters, Gareth W. & Dong, Alice X.D. & Kohn, Robert, 2014. "A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 258-278.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-02 (All new papers)
- NEP-ECM-2010-05-02 (Econometrics)
- NEP-ETS-2010-05-02 (Econometric Time Series)
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