Pages that link to "Item:Q3557578"
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The following pages link to Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (Q3557578):
Displaying 16 items.
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- Modeling US housing prices by spatial dynamic structural equation models (Q2443143) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
- Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
- Structured prior distributions for the covariance matrix in latent factor models (Q6581682) (← links)
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions (Q6649311) (← links)
