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BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances

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  • Uhlig, H.

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  • Uhlig, H., 1992. "BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances," Papers 366, Princeton, Department of Economics - Econometric Research Program.
  • Handle: RePEc:fth:prinem:366
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