Aspecte of Bayesian Cointegration

University dissertation from Edsbruk : Akademitryck

Author: Mattias Villani; Stockholms Universitet.; [2000]

Keywords: Natural Sciences Mathematics Probability Theory and Statistics; Naturvetenskap Matematik Sannolikhetsteori och statistik; Bayesian inference; Cointegration; Estimation; Lag-length; Prediction; Restrictions; statistik; Statistics;

Abstract:

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