Matches in SemOpenAlex for { <https://semopenalex.org/work/W1636847030> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W1636847030 abstract "Abstract We develop methods for Bayesian inference in vector error correction models which are subject to a variety of switches in regime (e.g., Markov switches in regime or structural breaks). An important aspect of our approach is that we allow both the cointegrating vectors and the number of cointegrating relationships to change when the regime changes. We show how Bayesian model averaging or model selection methods can be used to deal with the high-dimensional model space that results. Our methods are used in an empirical study of the Fisher effect." @default.
- W1636847030 created "2016-06-24" @default.
- W1636847030 creator A5034371032 @default.
- W1636847030 creator A5066939801 @default.
- W1636847030 date "2015-01-01" @default.
- W1636847030 modified "2023-09-26" @default.
- W1636847030 title "Regime-switching cointegration" @default.
- W1636847030 cites W1557120449 @default.
- W1636847030 cites W1819003414 @default.
- W1636847030 cites W1987125840 @default.
- W1636847030 cites W1996614961 @default.
- W1636847030 cites W2013164703 @default.
- W1636847030 cites W2021440234 @default.
- W1636847030 cites W2027445478 @default.
- W1636847030 cites W2038641517 @default.
- W1636847030 cites W2053989536 @default.
- W1636847030 cites W2054127730 @default.
- W1636847030 cites W2116154132 @default.
- W1636847030 cites W2134069175 @default.
- W1636847030 cites W2136441747 @default.
- W1636847030 cites W2614854554 @default.
- W1636847030 cites W3122420083 @default.
- W1636847030 cites W3124444187 @default.
- W1636847030 cites W3125810650 @default.
- W1636847030 cites W3125888116 @default.
- W1636847030 doi "https://doi.org/10.1515/snde-2012-0064" @default.
- W1636847030 hasPublicationYear "2015" @default.
- W1636847030 type Work @default.
- W1636847030 sameAs 1636847030 @default.
- W1636847030 citedByCount "13" @default.
- W1636847030 countsByYear W16368470302016 @default.
- W1636847030 countsByYear W16368470302017 @default.
- W1636847030 countsByYear W16368470302018 @default.
- W1636847030 countsByYear W16368470302019 @default.
- W1636847030 countsByYear W16368470302020 @default.
- W1636847030 countsByYear W16368470302021 @default.
- W1636847030 countsByYear W16368470302023 @default.
- W1636847030 crossrefType "journal-article" @default.
- W1636847030 hasAuthorship W1636847030A5034371032 @default.
- W1636847030 hasAuthorship W1636847030A5066939801 @default.
- W1636847030 hasBestOaLocation W16368470301 @default.
- W1636847030 hasConcept C105795698 @default.
- W1636847030 hasConcept C107673813 @default.
- W1636847030 hasConcept C121332964 @default.
- W1636847030 hasConcept C121864883 @default.
- W1636847030 hasConcept C136197465 @default.
- W1636847030 hasConcept C145162277 @default.
- W1636847030 hasConcept C149782125 @default.
- W1636847030 hasConcept C154945302 @default.
- W1636847030 hasConcept C160234255 @default.
- W1636847030 hasConcept C2776214188 @default.
- W1636847030 hasConcept C33923547 @default.
- W1636847030 hasConcept C41008148 @default.
- W1636847030 hasConcept C93959086 @default.
- W1636847030 hasConcept C98763669 @default.
- W1636847030 hasConceptScore W1636847030C105795698 @default.
- W1636847030 hasConceptScore W1636847030C107673813 @default.
- W1636847030 hasConceptScore W1636847030C121332964 @default.
- W1636847030 hasConceptScore W1636847030C121864883 @default.
- W1636847030 hasConceptScore W1636847030C136197465 @default.
- W1636847030 hasConceptScore W1636847030C145162277 @default.
- W1636847030 hasConceptScore W1636847030C149782125 @default.
- W1636847030 hasConceptScore W1636847030C154945302 @default.
- W1636847030 hasConceptScore W1636847030C160234255 @default.
- W1636847030 hasConceptScore W1636847030C2776214188 @default.
- W1636847030 hasConceptScore W1636847030C33923547 @default.
- W1636847030 hasConceptScore W1636847030C41008148 @default.
- W1636847030 hasConceptScore W1636847030C93959086 @default.
- W1636847030 hasConceptScore W1636847030C98763669 @default.
- W1636847030 hasIssue "1" @default.
- W1636847030 hasLocation W16368470301 @default.
- W1636847030 hasLocation W16368470302 @default.
- W1636847030 hasLocation W16368470303 @default.
- W1636847030 hasLocation W16368470304 @default.
- W1636847030 hasLocation W16368470305 @default.
- W1636847030 hasOpenAccess W1636847030 @default.
- W1636847030 hasPrimaryLocation W16368470301 @default.
- W1636847030 hasRelatedWork W1866077154 @default.
- W1636847030 hasRelatedWork W2012710021 @default.
- W1636847030 hasRelatedWork W2031482861 @default.
- W1636847030 hasRelatedWork W2075124983 @default.
- W1636847030 hasRelatedWork W2081397010 @default.
- W1636847030 hasRelatedWork W2165874632 @default.
- W1636847030 hasRelatedWork W2602449753 @default.
- W1636847030 hasRelatedWork W4280548097 @default.
- W1636847030 hasRelatedWork W2183359726 @default.
- W1636847030 hasRelatedWork W3121700858 @default.
- W1636847030 hasVolume "19" @default.
- W1636847030 isParatext "false" @default.
- W1636847030 isRetracted "false" @default.
- W1636847030 magId "1636847030" @default.
- W1636847030 workType "article" @default.