Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Year of publication: |
2000
|
---|---|
Authors: | Strachan, Rodney W. ; Inder, Brett A. |
Publisher: |
Liverpool : Dep. of Economics and Accounting, Univ. of Liverpool |
Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | Multiple Regression | Multiple regression | Kointegration | Cointegration | Ranking-Verfahren | Ranking method |
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