Large Bayesian vector autoregression with stochastic volatility
收藏DataCite Commons2025-01-02 更新2025-04-16 收录
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https://service.tib.eu/ldmservice/dataset/c59358c1-ac16-464f-9811-95150aef5c0a
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The dataset used in this paper is a large Bayesian vector autoregression (BVAR) model with stochastic volatility.
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TIB创建时间：
2025-01-02
