A Bayesian approach to state space multivariate time series modeling
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jan Hanousek & Jaromir Antoch, 2000. "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers wp164, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
- Vinod, H. D. & Basu, Parantap, 1995. "Forecasting consumption, income and real interest rates from alternative state space models," International Journal of Forecasting, Elsevier, vol. 11(2), pages 217-231, June.
- Dorfman, Jeffrey H., 1995. "A numerical bayesian test for cointegration of AR processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 289-324.
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