Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
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2015 ◽
Vol 2015
(116)
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pp. 1-54
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2011 ◽
Vol 8
(6)
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pp. 065006
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2013 ◽
Vol 18
(2)
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pp. 250-270
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