Details

Title

Bayesian Model Selection in the Analysis of Cointegration

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2009

Issue

No 1

Authors

Keywords

Cointegration ; Bayesian analysis ; Grassmann manifold ; Stiefel manifold ; Posterior probability

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

57-69

Publisher

Oddział PAN w Łodzi

Date

31.03.2009

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2009.122222 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2009; No 1; 57-69
×