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Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
Warne, Anders, Coenen, GGnter, Christoffel, Kai PhilippAnnée:
2014
Langue:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2507827
Fichier:
PDF, 766 KB
english, 2014