Bayesian model averaging for VAR models: gretl-based implementation

Computational Statistics 2026

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Authors: Marcin Błażejowski, Paweł Kufel, Jacek Kwiatkowski

DOI: 10.1007/s00180-026-01716-8

Cited by: 1

References: 45

Fields of Study & Subjects

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Statistical Methods and Inference

References 45