Bayesian inference in a time varying cointegration model (Q738080)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference in a time varying cointegration model |
scientific article |
Statements
Bayesian inference in a time varying cointegration model (English)
0 references
15 August 2016
0 references
Bayesian
0 references
time varying cointegration
0 references
error correction model
0 references
reduced rank regression
0 references
Markov chain Monte Carlo
0 references
0 references
