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Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process

Rodney Strachan () and Herman K van Dijik
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Herman K van Dijik: Erasmus University Rotterdam

Money Macro and Finance (MMF) Research Group Conference 2005 from Money Macro and Finance Research Group

New Economics Papers: this item is included in nep-ets
Date: 2005-09-03
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http://repec.org/mmfc05/paper30.pdf (application/pdf)

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Working Paper: Valuing structure, model uncertainty and model averaging in vector autoregressive processes (2004) Downloads
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