Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 - Hyperparameter - Document - PDFSEARCH.IO

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	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Document Date: 2006-11-17 11:41:34 Open Document File Size: 568,72 KB Share Result on Facebook City Frankfurt am Main / / Country Germany / / Currency EUR / / / / IndustryTerm Internet http / Organization European Central Bank / Swiss National Bank / / Person Anders Warne / Frank Smets / Julian von Landesberger / Bruggeman / / / Position author / model / / URL http / SocialTag Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics

Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3Add to Reading List