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Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model - MaRDI portal

Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357)

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scientific article; zbMATH DE number 5165870
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Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model
scientific article; zbMATH DE number 5165870

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    Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (English)
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    20 June 2007
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    cointegration
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    Bayesian
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    \(I(2)\) analysis
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    money demand
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