Corrigendum to: Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors

dc.contributor.author	Carriero, A	en_US
dc.date.accessioned	2021-12-02T16:30:14Z
dc.date.available	2021-11-17	en_US
dc.date.issued	2022-02-22	en_US
dc.identifier.issn	0304-4076	en_US
dc.identifier.uri	https://qmro.qmul.ac.uk/xmlui/handle/123456789/75569
dc.publisher	Elsevier	en_US
dc.relation.ispartof	Journal of Econometrics	en_US
dc.rights	This is a pre-copyedited, author-produced version accepted for publication in Journal of Econometrics following peer review. The version of record is available https://www.sciencedirect.com/science/article/pii/S0304407621002773?via%3Dihub
dc.title	Corrigendum to: Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors	en_US
dc.type	Article
dc.rights.holder	© 2021 Published by Elsevier B.V.
dc.identifier.doi	10.1016/j.jeconom.2021.11.010	en_US
pubs.notes	Not known	en_US
pubs.publication-status	Published	en_US
dcterms.dateAccepted	2021-11-17	en_US