%0 Journal Article %1 Chan2017Efficient %A Chan, Joshua C. C. %A Eisenstat, Eric %D 2017 %J Journal of Applied Econometrics %K time-series, time-varying-correlations, var econometrics %N 7 %P 1277--1297 %R 10.1002/jae.2576 %T Efficient estimation of Bayesian VARMAs with time-varying coefficients %U http://dx.doi.org/10.1002/jae.2576 %V 32

@article{Chan2017Efficient, added-at = {2019-06-10T14:53:09.000+0200}, author = {Chan, Joshua C. C. and Eisenstat, Eric}, biburl = {https://www.bibsonomy.org/bibtex/2416a9f22d976d2d5ffda91782888dea1/nonancourt}, citeulike-article-id = {14497603}, citeulike-linkout-0 = {http://dx.doi.org/10.1002/jae.2576}, doi = {10.1002/jae.2576}, interhash = {1003a590932be8a5b676e3a0dbe1249d}, intrahash = {416a9f22d976d2d5ffda91782888dea1}, issn = {08837252}, journal = {Journal of Applied Econometrics}, keywords = {time-series, time-varying-correlations, var econometrics}, month = nov, number = 7, pages = {1277--1297}, posted-at = {2017-12-06 15:41:26}, priority = {2}, timestamp = {2019-08-01T16:18:55.000+0200}, title = {{Efficient estimation of Bayesian VARMAs with time-varying coefficients}}, url = {http://dx.doi.org/10.1002/jae.2576}, volume = 32, year = 2017 }