Open Journal of Statistics

Vol.2 No.5(2012), Paper ID 25548, 8 pages

DOI:10.4236/ojs.2012.25065

 

Bayesian Factorized Cointegration Analysis

 

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

K. Cui and W. Cui, "Bayesian Factorized Cointegration Analysis," Open Journal of Statistics, Vol. 2 No. 5, 2012, pp. 504-511. doi: 10.4236/ojs.2012.25065.
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