Bayesian analysis of a fractional cointegration model
Gael M. Martin
| Year of publication: |
2001
|
|---|---|
| Authors: | Martin, Gael M. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 2, p. 217-234
|
| Subject: | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | USA | United States | Kanada | Canada | Frankreich | France | Italien | Italy | Großbritannien | United Kingdom | 1949-1989 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001596591