Efficient posterior simulation for cointegrated models with priors on the cointegration space

dc.contributor.author	Koop, Gary
dc.contributor.author	Leon-Gonzalez, Roberto
dc.contributor.author	Strachan, Rodney
dc.date.accessioned	2015-12-07T22:18:49Z
dc.identifier.issn	0747-4938
dc.identifier.uri	http://hdl.handle.net/1885/19006
dc.publisher	Marcel Dekker Inc.
dc.source	Econometric Reviews
dc.subject	Keywords: Bayesian; Collapsed Gibbs sampler; Error correction model; Markov Chain Monte Carlo; Parameter-augmentation; Reduced rank regression
dc.title	Efficient posterior simulation for cointegrated models with priors on the cointegration space
dc.type	Journal article
local.description.notes	Imported from ARIES
local.identifier.citationvolume	29
dc.date.issued	2010
local.identifier.absfor	140300 - ECONOMETRICS
local.identifier.ariespublication	u4932772xPUB6
local.type.status	Published Version
local.contributor.affiliation	Koop, Gary, University of Strathclyde
local.contributor.affiliation	Leon-Gonzalez, Roberto, National Graduate Institute of Policy Studies
local.contributor.affiliation	Strachan, Rodney, College of Business and Economics, ANU
local.description.embargo	2037-12-31
local.bibliographicCitation.issue	2
local.bibliographicCitation.startpage	224
local.bibliographicCitation.lastpage	242
local.identifier.doi	10.1080/07474930903382208
local.identifier.absseo	910199 - Macroeconomics not elsewhere classified
dc.date.updated	2016-06-14T09:09:16Z
local.identifier.scopusID	2-s2.0-77950978163
local.identifier.thomsonID	000276099900005
Collections	ANU Research Publications

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