Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Markus Jochmann, Gary Koop, Roberto Leon-Gonzalez and Rodney W. Strachan
| Year of publication: |
2013
|
|---|---|
| Authors: | Jochmann, Markus ; Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney W. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 1, p. 62-81
|
| Subject: | Kointegration | Cointegration | Schätzung | Estimation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009733363