Bayesian point estimation of the cointegration space (Q278200)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian point estimation of the cointegration space |
scientific article |
Statements
Bayesian point estimation of the cointegration space (English)
0 references
2 May 2016
0 references
Bayesian inference
0 references
cointegration analysis
0 references
estimation
0 references
Grassman manifold
0 references
subspaces
0 references
0 references
0 references