Bayesian analysis of a Markov switching temporal cointegration model
Year of publication: |
2008
|
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Authors: | Sugita, Katsuhiro |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 20.2008, 2, p. 257-274
|
Subject: | Bayes-Statistik | Bayesian inference | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Markov-Kette | Markov chain | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Großbritannien | United Kingdom | USA | United States |
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