Cointegration: Bayesian significance test
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Cites work
- A Bayesian reflection on surfaces
- Bayesian analysis of the error correction model
- Bayesian evidence test for precise hypotheses
- Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze
- Bayesian reduced rank regression in econometrics
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
- Can a significance test be genuinely Bayesian?
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
- scientific article; zbMATH DE number 3934086 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- Inflation and welfare
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
- On the Bayesianity of Pereira-Stern tests
- Optimal Inference in Cointegrated Systems
- Oscillating flow of a heat-conducting fluid in a narrow tube
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
- Statistical analysis of cointegration vectors
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