Bayesian analysis of the error correction model (Q1886286)
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scientific article; zbMATH DE number 2116207
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| English | Bayesian analysis of the error correction model |
scientific article; zbMATH DE number 2116207 |
Statements
Bayesian analysis of the error correction model (English)
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18 November 2004
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Cointegration
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Posterior probability
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Grassman manifold
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Stiefel manifold
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Error correction model
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0.8415219187736511
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0.8363723754882812
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0.8363723754882812
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0.8097302913665771
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0.792346179485321
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