Bayesian inference in a time varying cointegration model (Q738080)
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scientific article; zbMATH DE number 6616981
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| English | Bayesian inference in a time varying cointegration model |
scientific article; zbMATH DE number 6616981 |
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Bayesian inference in a time varying cointegration model (English)
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15 August 2016
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Bayesian
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time varying cointegration
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error correction model
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reduced rank regression
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Markov chain Monte Carlo
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0.820890486240387
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0.8188573122024536
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0.797711968421936
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0.7914809584617615
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