Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model
Download full text from publisher
Other versions of this item:
- Rodney W. Strachan, 2007. "Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 439-468.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 57-69, March.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-08-13 (All new papers)
- NEP-ECM-2005-08-13 (Econometrics)
- NEP-ETS-2005-08-13 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lec:leecon:05/14. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mrs. Alexandra Mazzuoccolo). General contact details of provider: http://edirc.repec.org/data/deleiuk.html .
We have no references for this item. You can help adding them by using this form .