Bayesian Inference in the Time Varying Cointegration Model
Year of publication: |
2008
|
---|---|
Authors: | Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney W. |
Institutions: | Scottish Institute for Research in Economics (SIRE) |
Subject: | Bayesian | time varying cointegration | error correctionmodel | reduced rank regression | Markov Chain Monte Carlo |
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