VEC-MSF models in Bayesian analysis of short- and long-run relationships
Anna Pajor and Justyna Wróblewska
| Year of publication: |
Jun 2017
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|---|---|
| Authors: | Pajor, Anna ; Wróblewska, Justyna |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 3, p. 1-22
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| Subject: | Bayesian analysis | cointegration | Markov Chain Monte Carlo methods | stochastic volatility | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2016-0004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708691