Now showing items 1-2 of 2

  • Bayesian Inference in the Time Varying Cointegration Model 

    Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. (University of StrathclydeNational Graduate Institute for Policy StudiesUniversity of Queensland, 2008)
    There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions ...
  • Bayesian Model Averaging in the Instrumental Variable Regression Model 

    Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. (University of StrathclydeNational Graduate Institute for Policy StudiesAustralian National University, 2011)
    This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous ...

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