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DOI:10.15456/jae.2022327.1200336261
Frank C. Z. Wu

bayesian collapsed gibbs sampling for a stochastic volatility model with a dirichlet process mixture (replication data)

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Wu, Frank C. Z. (2022): Bayesian Collapsed Gibbs Sampling for a Stochastic Volatility Model with a Dirichlet Process Mixture (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.1200336261
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Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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