Bayesian Inference in Cointegrated / (2) Systems: A Generalization of the Triangular Model
Date
2007
Authors
Strachan, Rodney
Journal Title
Journal ISSN
Volume Title
Publisher
Marcel Dekker Inc.
Abstract
Description
Keywords
Keywords: Bayesian; Cointegration; I(2) Analysis; Money demand
Citation
Collections
Source
Econometric Reviews
Type
Journal article