Pages that link to "Item:Q278200"
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The following pages link to Bayesian point estimation of the cointegration space (Q278200):
Displaying 11 items.
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- A distance measure between cointegration spaces (Q1589598) (← links)
- Cointegrated linear processes in Bayes Hilbert space (Q1726899) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706) (← links)
- Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank (Q6623180) (← links)
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions (Q6649311) (← links)