Bayes Estimators of the Cointegration Space
Year of publication: |
2003
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Authors: | Villani, Mattias |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Bayesian inference | Cointegration analysis | Estimation | Grassman manifold | Subspaces. |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877350019 [GVK] hdl:10419/82441 [Handle] RePEc:hhs:rbnkwp:0150 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models |
Source: |
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Bayes estimators of the cointegration space
Villani, Mattias, (2003)
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Bayes Estimators of the Cointegration Space
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Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs
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Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs
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