Pages that link to "Item:Q738080"
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The following pages link to Bayesian inference in a time varying cointegration model (Q738080):
Displaying 20 items.
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
- Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
- On the ``mementum'' of meme stocks (Q1984434) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States (Q2226859) (← links)
- A time-varying parameter structural model of the UK economy (Q2338502) (← 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)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- Invariant Inference and Efficient Computation in the Static Factor Model (Q4962447) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
- A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank (Q6623180) (← links)
