Pages that link to "Item:Q1193514"
From MaRDI portal
The following pages link to Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514):
Displaying 9 items.
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- Papers with John (Q3192397) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
- Cointegration: Bayesian Significance Test (Q4648647) (← links)
