Bayesian point estimation of the cointegration space (Q278200)
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scientific article; zbMATH DE number 6575920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian point estimation of the cointegration space |
scientific article; zbMATH DE number 6575920 |
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Bayesian point estimation of the cointegration space (English)
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2 May 2016
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Bayesian inference
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cointegration analysis
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estimation
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Grassman manifold
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subspaces
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