BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626): Difference between revisions

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+Normal Multivariate Analysis and the Orthogonal Group
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+Testing for Common Trends
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+Estimating the dimension of a model
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+A 1-1 poly-t random variable generator with application to Monte Carlo integration
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+Econometric Model Determination
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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+Optimal Inference in Cointegrated Systems
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+Spherical matrix distributions and Cauchy quotients
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+A new look at the statistical model identification
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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Bayesian Inference in Econometric Models Using Monte Carlo Integration
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Bayesian regression analysis using poly-t densities
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+Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
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+Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes
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+Bayesian assessment of dimensionality in reduced rank regression
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+Marginal Likelihood from the Gibbs Output
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+Markov chains for exploring posterior distributions. (With discussion)
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+Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
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+Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
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+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Bayesian reduced rank regression in econometrics
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