Bayes Estimators of the Cointegration Space

Mattias Villani

Type: Preprint

Publication Date: 2003-09-01

Citations: 0

Locations

RePEc: Research Papers in Economics - View

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Works Cited by This (10)

Action	Title	Year	Authors
+	Uniform distribution on a Stiefel manifold	1977	Kanti V. Mardia C. G. Khatri
+ PDF Chat	Normal Multivariate Analysis and the Orthogonal Group	1954	A. T. James
+	Bayesian reduced rank regression in econometrics	1996	John Geweke
+ PDF Chat	Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions	1951	T. W. Anderson
+ PDF Chat	Valid Bayesian Estimation of the Cointegrating Error Correction Model	2003	Rodney W. Strachan
+ PDF Chat	The Geometry of Algorithms with Orthogonality Constraints	1998	Alan Edelman T. A. Arias Steven T. Smith
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+ PDF Chat	Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo	1978	Teun Kloek H. K. van Dijk
+ PDF Chat	Markov Chains for Exploring Posterior Distributions	1994	Luke Tierney
+ PDF Chat	BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES	1998	Frank Kleibergen Herman K. van Dijk