A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
From MaRDI portal
Publication:6623180
DOI10.1080/07350015.2016.1166117zbMath1547.62681MaRDI QIDQ6623180
Sarantis Tsiaplias, Chew Lian Chua
Publication date: 23 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
This page was built for publication: A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank