Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
| Year of publication: |
2013
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|---|---|
| Authors: | Jochmann, Markus ; Koop, Gary ; LeonâGonzalez, Roberto ; Strachan, Rodney W. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 28.2013, 1, p. 62-81
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