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Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F.
In: Papers.
RePEc:arx:papers:2101.04164.

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    In: International Journal of Educational Development.
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  2. Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Journal of Econometrics.
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  3. Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Wu, Ping ; Koop, Gary.
    In: Economics Letters.
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  4. Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix. (2022). Koop, Gary ; Wu, Ping.
    In: Working Papers.
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