BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION

DOI10.1017/S026646660505019XzbMath1062.62052MaRDI QIDQ4680626

Mattias Villani

Publication date: 7 June 2005

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

importance samplingMonte Carlo integration

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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Cites Work

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