Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

Jochmann, Markus, (2013)

Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks

Koop, Gary, (2008)

Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

Jochmann, Markus, (2010)