Valuing structure, model uncertainty and model averaging in vector autoregressive processes

RW Strachan, Herman van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages47
EditionEconometric Institute EI 2004-23
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-23

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