"Rank estimation in Cointegrated Vector Auto-Regression models via ..."

Gareth W. Peters, Ben Lasscock, Kannan Balakrishnan (2011)

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DOI: 10.1109/CAMSAP.2011.6136040

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

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Gareth W. Peters, Ben Lasscock, Kannan Balakrishnan:
Rank estimation in Cointegrated Vector Auto-Regression models via automated Trans-dimensional Markov chain Monte Carlo. CAMSAP 2011: 41-44

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