Applied Mathematics

Vol.3 No.12(2012), Paper ID 25447, 6 pages

DOI:10.4236/am.2012.312259

 

Bayesian Markov Regime-Switching Models for Cointegration

 

Kai Cui, Wenshan Cui

 

Department of Statistical Science, Duke University, Durham, USA
School of Science and Information, Qingdao Agricultural University, Qingdao, China

 

Copyright © 2012 Kai Cui, Wenshan Cui et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Cui, K. and Cui, W. (2012) Bayesian Markov Regime-Switching Models for Cointegration. Applied Mathematics, 3, 1892-1897. doi: 10.4236/am.2012.312259.
Journals Menu
Follow SCIRP
Contact us
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2025 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.