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Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process

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Author Info
Rodney W Strachan (University of Leicester)
Herman K van Dijik (Erasmus University Rotterdam)

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Publisher Info
Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2005 with number 30.

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Date of creation: 03 Sep 2005
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Handle: RePEc:mmf:mmfc05:30

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  1. Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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