Bayesian inference in a time varying cointegration model
Year of publication: |
2011
|
---|---|
Authors: | Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney W. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 2, p. 210-220
|
Publisher: |
Elsevier |
Subject: | Bayesian | Time varying cointegration | Error correction model | Reduced rank regression | Markov Chain Monte Carlo |
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