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Efficient estimation of Bayesian VARMAs with time-varying coefficients. (2015). Chan, Joshua ; Joshua C. C. Chan, ; Eisenstat, Eric.
In: CAMA Working Papers.
RePEc:een:camaaa:2015-19.

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  1. Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

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  2. Large Bayesian VARMAs. (2015). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric.
    In: Working Paper series.
    RePEc:rim:rimwps:15-36.

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  3. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C C Chan, ; Joshua C C Chan, .
    In: Working Papers.
    RePEc:str:wpaper:1409.

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  4. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, .
    In: Working Paper series.
    RePEc:rim:rimwps:40_14.

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  5. Large Bayesian VARMAs. (2014). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:594.

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References

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