A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank

Chew Lian Chua, Sarantis Tsiaplias

Research output: Journal PublicationArticlepeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Social Sciences