Prior distributions.
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https://figshare.com/articles/dataset/Prior_distributions_/12835297
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资源简介：
and denote the normal and independent inverse-Wishart distributions. and are the OLS estimates in a time-invariant VAR model obtained from the training sample. is the corresponding estimator of the covariance matrix of and is the estimated variance of .
创建时间：
2020-08-20
