Authors:
Jochmann, Markus
Koop, Gary
Leon-Gonzales, Roberto
Strachan, Rodney W.
Citation: Jochmann, Markus et al., Stochastic search variable selection in vector error correction models with an application to a model of UK macroeconomy, Journal of applied econometrics , 28(1), 2013, pp. 62-81
Citation: W. Strachan, Rodney, Bayesian inference in cointegrated I (2) systems: a generalization of the triangular model, Econometric reviews , 26(2-4), 2007, pp. 439-468