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Volumn 123, Issue 2, 2004, Pages 307-325

Bayesian analysis of the error correction model

Author keywords

Cointegration; Error correction model; Grassman manifold; Posterior probability; Stiefel manifold

Indexed keywords

APPROXIMATION THEORY; INTEGRATION; LAPLACE TRANSFORMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; PROBABILITY; VECTORS;

EID: 0346430343     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2003.12.004     Document Type: Conference Paper
Times cited : (64)

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