Efficient posterior simulation for cointegrated models with priors on the cointegration space
Gary Koop, Roberto León-González, and Rodney W. Strachan
| Year of publication: |
2010
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|---|---|
| Authors: | Koop, Gary ; León-González, Roberto ; Strachan, Rodney W. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 2, p. 224-242
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| Subject: | Kointegration | Cointegration | Simulation | Stichprobenerhebung | Sampling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003960502