Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740)
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scientific article; zbMATH DE number 1891722
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| English | Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
scientific article; zbMATH DE number 1891722 |
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Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (English)
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2 April 2003
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Cointegration
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Rank reduction
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Singular value decomposition
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Bayes factors
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0.8686560392379761
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0.8363723754882812
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0.7980157732963562
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0.7893759608268738
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0.7887499928474426
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