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Notes, Comments and Preliminary results |
Aug 11 2016 |
Katsuhiro Sugita |
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Bayesian inference in Markov switching vector error correction model |
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Abstract Contact Information Citation Full Text - Note |
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Sep 02 2015 |
Katsuhiro Sugita |
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Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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Sep 02 2009 |
Katsuhiro Sugita |
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A Monte Carlo comparison of Bayesian testing for cointegration rank |
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Abstract Contact Information Citation Full Text - Note |
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Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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