Misspecification-robust shrinkage and selection for VAR forecasts and IRFs / Oriol Gonzalez-Casasus and Frank Schorfheide

By: Contributor(s): Material type: TextTextSeries: NBER Working Papers ; 33474Publication details: Cambridge NBER 2025Description: 70pSubject(s): Online resources:
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Item type Current library Status Barcode
Working Papers (Electronic) Working Papers (Electronic) IGIDR Available E40509

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