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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

Publication Data

Title Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Contributors Markus Jochmann, Markus Jochmann
Publisher Dept. of Economics, University of Strathclyde
Publication date 2009
Publication location Glasgow
Language English

Descriptive Notes

Title from cover.

Topics

Econometrics
Macroeconomics :: Mathematical models
Stochastic models

Catalogue Data

OBNB ID GBB005984
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 339.530151922

ISBD

P1053 46 p.
P1042 Includes bibliographical references.

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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy. Published by Dept. of Economics, University of Strathclyde in 2009. Publication and catalogue information, links to buy online and reader comments.