Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo.
| Year of publication: |
1995
|
|---|---|
| Authors: | Martin, G. |
| Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
| Subject: | ECONOMETRICS | Cointegration | Markov Chain Monte Carlo |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Working Paper Number 16/95 45 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005427622