Bayesian inference in a time varying cointegration model (Q738080): Difference between revisions

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+Some stationary Markov processes in discrete time for unit vectors
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+Testing for the cointegration rank when some cointegrating directions are changing
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+TIME-VARYING COINTEGRATION
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+The analysis of directional time series: Applications to wind speed and direction. (Based on the author's thesis, Univ. of Western Australia in Perth)
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+Marginal Likelihood from the Gibbs Output
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+Statistics on special manifolds
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+A simple and efficient simulation smoother for state space time series analysis
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+Statistical Analysis of Circular Data
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+Bayesian reduced rank regression in econometrics
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+Chromatic number and the 2-rank of a graph
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+Normal Multivariate Analysis and the Orthogonal Group
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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+Bayesian inference in a cointegrating panel data model☆
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+Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
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+Remarks on a Multivariate Gamma Distribution
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+A distance measure between cointegration spaces
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+Monte Carlo strategies in scientific computing
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+Q3836517
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+Q3219581
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+Projected Multivariate Linear Models for Directional Data
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+Time Varying Structural Vector Autoregressions and Monetary Policy
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+Stability tests in error correction models
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+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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+Methods for inference in large multiple-equation Markov-switching models
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+Bayesian analysis of the error correction model
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+BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
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+Bayesian point estimation of the cointegration space
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