Cointegration: Bayesian Significance Test (Q4648647)
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scientific article; zbMATH DE number 6104757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration: Bayesian Significance Test |
scientific article; zbMATH DE number 6104757 |
Statements
Cointegration: Bayesian Significance Test (English)
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12 November 2012
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Bayesian inference
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cointegration
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hypothesis testing
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reduced rank regression
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time series
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