Details

Title

Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 4

Authors

Keywords

cointegration ; Bayesian analysis ; polynomial common cyclicalfeatures ; permanent-transitory decompostion

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

253-267

Publisher

Oddział PAN w Łodzi

Date

31.12.2012

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119286

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