Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
by Rodney W. Strachan and Brett Inder
| Year of publication: |
2000
|
|---|---|
| Authors: | Strachan, Rodney W. ; Inder, Brett A. |
| Publisher: |
Liverpool : Dep. of Economics and Accounting, Univ. of Liverpool |
| Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | Multiple Regression | Multiple regression | Kointegration | Cointegration | Ranking-Verfahren | Ranking method |
| Extent: | 32 S |
|---|---|
| Series: | Liverpool research papers in economics, finance and accounting. - Liverpool, ZDB-ID 2201831-1. - Vol. 0016 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.liv.ac.uk/Economics/research/wp0016.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001554440