Fractional cointegration : Bayesian inferences using a Jeffreys prior
Gael M. Martin
| Year of publication: |
1997
|
|---|---|
| Authors: | Martin, Gael M. |
| Publisher: |
Clayton, Vic. : Dep. of Econometrics, Monash Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Extent: | 32 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 97,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 29 - 32 |
| ISBN: | 0-7326-1028-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000978697