scholarly journals Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

2011 ◽  
Vol 28 (1) ◽  
pp. 62-81 ◽  
Author(s):  
Markus Jochmann ◽  
Gary Koop ◽  
Roberto Leon-Gonzalez ◽  
Rodney W. Strachan
2006 ◽  
Vol 134 (2) ◽  
pp. 579-604 ◽  
Author(s):  
Ralf Brüggemann ◽  
Helmut Lütkepohl ◽  
Pentti Saikkonen

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