Pages that link to "Item:Q4680626"
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The following pages link to BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626):
Displayed 15 items.
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- Mortality projections for non-converging groups of populations (Q2303997) (← links)
- Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079) (← 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)
- Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
- Priors for the Long Run (Q5231487) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)