Modeling uncertainty in macroeconomic growth determinants using Gaussian graphical models

Statistical Methodology

Volumn 7, Issue 3, 2010, Pages 292-306

  Dobra, Adrian ^a   Eicher, Theo S ^a   Lenkoski, Alex ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Covariance estimation; Gaussian graphical models; Stochastic search; Variable selection

Indexed keywords

EID: 77950916229     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2009.11.003     Document Type: Article

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