VAR FORECASTING USING BAYESIAN VARIABLE SELECTION
Version of Record online: 25 OCT 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 2, pages 204–230, March 2013
How to Cite
Korobilis, D. (2013), VAR FORECASTING USING BAYESIAN VARIABLE SELECTION. J. Appl. Econ., 28: 204–230. doi: 10.1002/jae.1271
- Issue online: 18 FEB 2013
- Version of Record online: 25 OCT 2011
- Manuscript Revised: 12 JUL 2011
- Manuscript Received: 18 APR 2010
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/korobilis001/
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