Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123790987> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3123790987 abstract "The degree of empirical support of a priori plausible structures on the cointegration vectors has a central role in the analysis of cointegration. Villani (2000) and Strachan and van Dijk (2003) have recently proposed finite sample Bayesian procedures to calculate the posterior probability of restrictions on the cointegration space, using the existence of a uniform prior distribution on the cointegration space as the key ingredient. The current paper extends this approach to the empirically important case with different restrictions on the individual cointegration vectors. Prior distributions are proposed and posterior simulation algorithms are developed. Consumers' expenditure data for the US is used to illustrate the robustness of the results to variations in the prior. A simulation study shows that the Bayesian approach performs remarkably well in comparison to other more established methods for testing restrictions on the cointegration vectors." @default.
- W3123790987 created "2021-02-01" @default.
- W3123790987 creator A5050445437 @default.
- W3123790987 date "2005-09-01" @default.
- W3123790987 modified "2023-09-27" @default.
- W3123790987 title "Bayesian Inference of General Linear Restrictions on the Cointegration Space" @default.
- W3123790987 hasPublicationYear "2005" @default.
- W3123790987 type Work @default.
- W3123790987 sameAs 3123790987 @default.
- W3123790987 citedByCount "0" @default.
- W3123790987 crossrefType "posted-content" @default.
- W3123790987 hasAuthorship W3123790987A5050445437 @default.
- W3123790987 hasConcept C104317684 @default.
- W3123790987 hasConcept C105795698 @default.
- W3123790987 hasConcept C107673813 @default.
- W3123790987 hasConcept C111472728 @default.
- W3123790987 hasConcept C138885662 @default.
- W3123790987 hasConcept C145162277 @default.
- W3123790987 hasConcept C149782125 @default.
- W3123790987 hasConcept C154945302 @default.
- W3123790987 hasConcept C160234255 @default.
- W3123790987 hasConcept C185592680 @default.
- W3123790987 hasConcept C2776214188 @default.
- W3123790987 hasConcept C33923547 @default.
- W3123790987 hasConcept C41008148 @default.
- W3123790987 hasConcept C55493867 @default.
- W3123790987 hasConcept C57830394 @default.
- W3123790987 hasConcept C63479239 @default.
- W3123790987 hasConcept C75553542 @default.
- W3123790987 hasConceptScore W3123790987C104317684 @default.
- W3123790987 hasConceptScore W3123790987C105795698 @default.
- W3123790987 hasConceptScore W3123790987C107673813 @default.
- W3123790987 hasConceptScore W3123790987C111472728 @default.
- W3123790987 hasConceptScore W3123790987C138885662 @default.
- W3123790987 hasConceptScore W3123790987C145162277 @default.
- W3123790987 hasConceptScore W3123790987C149782125 @default.
- W3123790987 hasConceptScore W3123790987C154945302 @default.
- W3123790987 hasConceptScore W3123790987C160234255 @default.
- W3123790987 hasConceptScore W3123790987C185592680 @default.
- W3123790987 hasConceptScore W3123790987C2776214188 @default.
- W3123790987 hasConceptScore W3123790987C33923547 @default.
- W3123790987 hasConceptScore W3123790987C41008148 @default.
- W3123790987 hasConceptScore W3123790987C55493867 @default.
- W3123790987 hasConceptScore W3123790987C57830394 @default.
- W3123790987 hasConceptScore W3123790987C63479239 @default.
- W3123790987 hasConceptScore W3123790987C75553542 @default.
- W3123790987 hasLocation W31237909871 @default.
- W3123790987 hasOpenAccess W3123790987 @default.
- W3123790987 hasPrimaryLocation W31237909871 @default.
- W3123790987 hasRelatedWork W1482179412 @default.
- W3123790987 hasRelatedWork W1519157530 @default.
- W3123790987 hasRelatedWork W1565408747 @default.
- W3123790987 hasRelatedWork W1587141723 @default.
- W3123790987 hasRelatedWork W2022098707 @default.
- W3123790987 hasRelatedWork W2026440237 @default.
- W3123790987 hasRelatedWork W2152923464 @default.
- W3123790987 hasRelatedWork W2384250099 @default.
- W3123790987 hasRelatedWork W2951261674 @default.
- W3123790987 hasRelatedWork W3023809496 @default.
- W3123790987 hasRelatedWork W3037917029 @default.
- W3123790987 hasRelatedWork W3048065788 @default.
- W3123790987 hasRelatedWork W3088587726 @default.
- W3123790987 hasRelatedWork W3102045768 @default.
- W3123790987 hasRelatedWork W3121208382 @default.
- W3123790987 hasRelatedWork W3121662532 @default.
- W3123790987 hasRelatedWork W3124544791 @default.
- W3123790987 hasRelatedWork W3146409693 @default.
- W3123790987 hasRelatedWork W3149998417 @default.
- W3123790987 hasRelatedWork W3122719108 @default.
- W3123790987 isParatext "false" @default.
- W3123790987 isRetracted "false" @default.
- W3123790987 magId "3123790987" @default.
- W3123790987 workType "article" @default.