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A numerical bayesian test for cointegration of AR processes · Study

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ArticleA numerical bayesian test for cointegration of AR processes

Jeffrey H. Dorfman1995

Article1995

A numerical bayesian test for cointegration of AR processes

Jeffrey H. Dorfman

22 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Statistical Methods and Bayesian Inference

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1988Testing for Common Trends 1983Forecasting and Conditional Projection Using Realistic Prior Distributions 1984Forecasting and conditional projection using realistic prior distributions 1994Five alternative methods of estimating long-run equilibrium relationships

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Year1995

Typearticle

Published1995-03-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(94)01619-b

openalex_workW2089129252

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