A Bayesian analysis of unit root and cointegration with an application to a yen-dollar exchange rate model

Author(s)

Bibliographic Information

A Bayesian analysis of unit root and cointegration with an application to a yen-dollar exchange rate model

by Hiroki Tsurumi, Hajime Wago

（Working papers, no. 12）

Faculty of Economics, Niigata University, 1995

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Note

Bibliography: leaves 32-36

Related Books： 1-1 of 1

Details

  • NCID
    BB08972200
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Niigata
  • Pages/Volumes
    44 leaves
  • Size
    30 cm
  • Parent Bibliography ID
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