A Monte Carlo comparison of Bayesian testing for cointegration rank
Year of publication: |
2009
|
---|---|
Authors: | Sugita, Katsuhiro |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 3, p. 2145-2151
|
Publisher: |
AccessEcon |
-
Análisis del encadenamiento entre actividades productivas en la economÃa Boliviana
Bustos Anaya, Paul S., (2011)
-
Learning Causal Relations in Multivariate Time Series Data
Chihying, Hsiao, (2007)
-
Spanos, Aris, (2008)
- More ...
-
Bayesian analysis of a Markov switching temporal cointegration model
Sugita, Katsuhiro, (2008)
-
Sugita, Katsuhiro, (2006)
-
Bayesian analysis of dynamic multivariate structural breaks
Sugita, Katsuhiro, (2006)
- More ...