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Bayesian Analysis Of The Error Correction

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Metrics Download PDFs Help Help skip nav The University of Queensland UQ eSpace UQ Home Contacts Study Maps News Events Library my.UQ Search Entry LOGIN UQ Staff The system returned: (22) Invalid argument The remote host or network may be down. Boswijk, H Peter, 1996. "Testing Identifiability of Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 153-60, April. Your cache administrator is webmaster. navigate here

Dreze, Jacques H., 1977. "Bayesian regression analysis using poly-t densities," Journal of Econometrics, Elsevier, vol. 6(3), pages 329-354, November. Keyword Mathematics, Interdisciplinary ApplicationsEconomicsSocial Sciences, Mathematical MethodsCointegrationPosterior ProbabilityGrassman ManifoldStiefel ManifoldError Correction ModelCointegrating VectorsMarginal DensitiesPosteriorIdentificationMatrix Q-Index Code C1 Q-Index Status Provisional Code Institutional Status Unknown Document type: Journal Article Sub-type: Article (original A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. Related book content No articles found.

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Statistics Access and download statistics Corrections When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:123:y:2004:i:2:p:307-325. Full references (including those not matched with items on IDEAS) Citations Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item. Generated Sat, 01 Oct 2016 18:11:47 GMT by s_hv972 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.10/ Connection Strachan AbstractNo abstract is available for this item.

Please try the request again. ScienceDirect ® is a registered trademark of Elsevier B.V.RELX Group Recommended articles No articles found. or its licensors or contributors. Bayesian Analysis Calculator Chikuse, Yasuko, 1990. "The matrix angular central Gaussian distribution," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 265-274, May.

Generated Sat, 01 Oct 2016 18:11:47 GMT by s_hv972 (squid/3.5.20) ERROR The requested URL could not be retrieved The following error was encountered while trying to retrieve the URL: http://0.0.0.7/ Connection Bayesian Analysis Example Printed from https://ideas.repec.org/ Share: MyIDEAS: Log in (now much improved!) to save this article Bayesian analysis of the error correction model Contents:Author info Abstract Bibliographic info Download info Related research References If you are logged in, you won't see ads. Louis You too can volunteer for RePEc, for example by providing information about publications in your institution.

Kleibergen, F.R. & van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. Bayesian Analysis Pdf Please try the request again. Your cache administrator is webmaster. Please try the request again.

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To prevent cluttering this page, these citations are listed on a separate page. An important consideration in cointegration is the accurate determination, or estimation, of the number ... Bayesian Analysis For Dummies Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University. Bayesian Analysis Journal Tel.: +44-151-795-3714; fax: +44-151-794-3028Copyright © 2003 Elsevier B.V.

File URL: http://www.sciencedirect.com/science/article/pii/S0304-4076(03)00295-1Download Restriction: Full text for ScienceDirect subscribers only As the access to this document is restricted, you may want to look for a different version under "Related research" (further check over here All rights reserved. Download Info If you experience problems downloading a file, check if you have the proper application to view it first. View full text Journal of EconometricsVolume 123, Issue 2, December 2004, Pages 307–325Recent advances in Bayesian econometrics Bayesian analysis of the error correction modelRodney W. Bayesian Analysis Genetics

Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. Kleibergen, Frank & van Dijk, Herman K., 1994. "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August. Your cache administrator is webmaster. http://gatoisland.com/bayesian-analysis/bayesian-error-analysis.php Screen reader users, click the load entire article button to bypass dynamically loaded article content.

If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation. Bayesian Analysis Medicine Note that these files are not on the IDEAS site. Geweke, John, 1996. "Bayesian reduced rank regression in econometrics," Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November.

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Please enable JavaScript to use all the features on this page. It also allows you to accept potential citations to this item that we are uncertain about. As our Bayesian cointegration analysis involves integration over cointegrating spaces, we must introduce some relevant ... The system returned: (22) Invalid argument The remote host or network may be down.

For more information, visit the cookies page.Copyright © 2016 Elsevier B.V. Please enable JavaScript to use all the features on this page. as HTML HTML with abstract plain text plain text with abstract BibTeX RIS (EndNote, RefMan, ProCite) ReDIF JSON in new window Cited by:This item has more than 25 citations. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space.

All rights reserved. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), The system returned: (22) Invalid argument The remote host or network may be down. Frank Kleibergen & Herman K.

This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. More services MyIDEAS Follow series, journals, authors & more New papers by email Subscribe to new additions to RePEc Author registration Public profiles for Economics researchers Rankings Various rankings of research Bibliographic Info Article provided by Elsevier in its journal Journal of Econometrics. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.

Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December. Click the View full text link to bypass dynamically loaded article content.

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