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

Markus Jochmann (), Gary Koop, Roberto Leon‐Gonzalez and Rodney Strachan
Authors registered in the RePEc Author Service: Roberto Leon-Gonzalez

Journal of Applied Econometrics, 2013, vol. 28, issue 1, 62-81

Date: 2013
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Related works:
Working Paper: Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (2009)
Working Paper: Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (2009)
Working Paper: Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (2009)
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