Bayesian inference in a cointegrating panel data model☆
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Publication:3572034
DOI10.1016/S0731-9053(08)23013-6zbMath1189.62045OpenAlexW1557120449MaRDI QIDQ3572034
Gary Koop, Roberto Leon-Gonzalez, Rodney W. Strachan
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23013-6
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Related Items (5)
Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements ⋮ Regime-switching cointegration ⋮ Some recent developments in Markov Chain Monte Carlo for cointegrated time series ⋮ Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration ⋮ Bayesian inference in a time varying cointegration model
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