Pages that link to "Item:Q1886286"

The following pages link to Bayesian analysis of the error correction model (Q1886286):

Displaying 13 items.

• Bayesian point estimation of the cointegration space (Q278200) (← links)
• Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
• Bayesian inference in a time varying cointegration model (Q738080) (← links)
• Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
• Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
• Regime-switching cointegration (Q2687854) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
• Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
• Cointegration: Bayesian Significance Test (Q4648647) (← links)
• Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
• Priors for the Long Run (Q5231487) (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)