Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Version of Record online: 28 MAR 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 28, Issue 1, pages 62–81, January/February 2013
How to Cite
Jochmann, M., Koop, G., Leon-Gonzalez, R. and Strachan, R. W. (2013), Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy. J. Appl. Econ., 28: 62–81. doi: 10.1002/jae.1238
- Issue online: 21 JAN 2013
- Version of Record online: 28 MAR 2011
- Leverhulme Trust. Grant Number: F/00 273/J
The JAE Data Archive directory is available athttp://qed.econ.queensu.ca/jae/datasets/jochmann001/.
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