Bayesian inference in a cointegrating panel data model
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Publication:3572034
DOI10.1016/S0731-9053(08)23013-6zbMATH Open1189.62045OpenAlexW1557120449MaRDI QIDQ3572034FDOQ3572034
Authors: Gary Koop, Roberto Leon-Gonzalez, Rodney W. Strachan 
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23013-6
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Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
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- Bayesian inference in the triangular cointegration model using a jeffreys prior
- Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
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- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
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