Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
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- Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010. "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, vol. 26(2), pages 326-347, April.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2016-06-04 (Econometric Time Series)
- NEP-FOR-2016-06-04 (Forecasting)
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