مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian inference in cointegrated systems

Title of article :

Bayesian inference in cointegrated systems

Author/Authors :

Gianni Amisano، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

287

To page :

314

Keywords :

Cointegration , Identification , Bayesian inference , Highest posterior density confidence intervals , Markov chain Monte Carlo methods

Journal title :

Research in Economics

Serial Year :

2003

Journal title :

Research in Economics

Record number :

231072

Link To Document :