A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Business and Economic Statistics

Time

Date/time value

  • 2018

Identity

Digital Object Identifier (DOI)

  • 10.1080/07350015.2016.1166117

International Standard Book Number (ISBN) 13

  • 978-0-7340-4367-2

Additional Document Info

Parent Title

  • JOURNAL OF BUSINESS & ECONOMIC STATISTICS
  • Melbourne Institute Working Paper Series. Working Paper No. 27/14

Volume

  • 36

Issue

  • 2

Publisher

  • American Statistical Association