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杉田 勝弘. Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression. 琉球大学経済学ワーキングペーパー. 2018. 1. 1-19
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Katsuhiro Sugita. Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model. International Journal of Economics and Finance. 2017. 9. 3