Bayesian assessment of dimensionality in reduced rank regression

Statistica Neerlandica

Volumn 58, Issue 3, 2004, Pages 255-270

  Corander, Jukka ^a   Villani, Mattias ^b,c  

^a UNIVERSITY OF HELSINKI   (Finland)

^b STOCKHOLM UNIVERSITY   (Sweden)

^c SVERIGES RIKSBANK   (Sweden)

Author keywords

Cointegration; Fractional Bayes; Growth curves; Multivariate regression

Indexed keywords

EID: 4344566356     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2004.00108.x     Document Type: Article

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