On Priors on Cointegrating Spaces
Year of publication: |
2004-06
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Authors: | Strachan, Rodney |
Institutions: | Centre for Economic Research, School of Economics and Management Studies |
Subject: | Bayesian cointegration | Grassman manifold | Weak exogeneity | Identifying restrictions |
Extent: | application/pdf |
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Series: | Keele Economics Research Papers. - ISSN 1740-231X. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Keele Economics Research Papers Number KERP 2004/06 24 pages |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Strachan, Rodney W., (2008)
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Model uncertainty and Bayesian model averaging in vector autoregressive processes
Strachan, Rodney, (2006)
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Valuing structure, model uncertainty and model averaging in vector autoregressive processes
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