Efficient posterior simulation for cointegrated models with priors on the cointegration space

Gary Koop; Roberto León-González; Rodney W. Strachan

Year of publication:	July 2005
Other Persons:	Koop, Gary (contributor) ; León-González, Roberto (contributor) ; Strachan, Rodney W. (contributor)
Publisher:	Leicester : Univ. of Leicester, Dep. of Economics
Subject:	Kointegration \| Cointegration \| Simulation \| Stichprobenerhebung \| Sampling \| Theorie \| Theory

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