Title

A Bayesian Analysis of Exogeneity in Models with Latent Variables

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2011

Numer

No 2

Authors

Pajor, Anna

Keywords

exogeneity ; Bayesian cuts ; latent variables ; non-causality ; stochastic volatility

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

49-73

Publisher

Oddział PAN w Łodzi

Date

30.06.2011

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2011.119304