Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model

DOI10.1080/07474930701220618zbMath1112.62023OpenAlexW2082171172MaRDI QIDQ5292357

Rodney W. Strachan

Publication date: 20 June 2007

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

Full work available at URL: https://doi.org/10.1080/07474930701220618

zbMATH Keywords

cointegrationmoney demandBayesian\(I(2)\) analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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