Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
type: Item
instance of: scholarly article
title: Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
zbMATH Open document ID: 1030.62018
DOI: 10.1016/S0304-4076(02)00105-7
author: Frank Kleibergen
author: Richard Paap
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1891722
zbMATH Keywords: Cointegration
zbMATH Keywords: Rank reduction
zbMATH Keywords: Singular value decomposition
zbMATH Keywords: Bayes factors
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00105-7
OpenAlex ID: W2078836843
description: scientific article; zbMATH DE number 1891722