Efficient Posterior Simulation for Cointegrated Models with...

Econometric Reviews 2009 / 11 Vol. 29; Iss. 2

Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space

Koop, Gary, León-González, Roberto, Strachan, Rodney W.
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Volume:
29
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474930903382208
Date:
November, 2009
File:
PDF, 160 KB
english, 2009
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