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

Lookup NU author(s): Dr Markus Jochmann

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Publication metadata

Author(s): Jochmann M, Koop G, León-González R, Strachan R

Publication type: Article

Publication status: Published

Journal: Journal of Applied Econometrics

Year: 2013

Volume: 28

Issue: 1

Pages: 62-81

Print publication date: 28/03/2011

ISSN (print): 0883-7252

ISSN (electronic): 1099-1255

Publisher: John Wiley & Sons Ltd.

URL: http://dx.doi.org/10.1002/jae.1238

DOI: 10.1002/jae.1238


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