Bayesian Inference in a Time Varying Cointegration Model
Year of publication: |
2011
|
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Authors: | Koop, Gary |
Other Persons: | Leon-Gonzalez, Roberto (contributor) ; Strachan, Rodney W. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Theorie | Theory | Markov-Kette | Markov chain | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1899383 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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