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Items where Author is "Pettenuzzo, Davide"

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Korobilis, Dimitris and Pettenuzzo, Davide (2019) Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions. Journal of Econometrics, 212 (1). pp. 241-271. DOI https://doi.org/10.1016/j.jeconom.2019.04.029

This list was generated on Sat Jun 22 06:32:24 2024 BST.