Common trends and common cycles : Bayesian approach
Year of publication: |
2015
|
---|---|
Authors: | Wróblewska, Justyna |
Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 7.2015, 2, p. 91-110
|
Subject: | cointegration | Bayesian analysis | common cyclical features | matrix Bingham-von Mises-Fisher distribution | matrix Langevin-Bingham distribution | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Konjunktur | Business cycle | Theorie | Theory | Statistische Methodenlehre | Statistical theory |
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