{"_buckets": {"deposit": "244af5e2-f177-4c00-bafa-77b323d9c389"}, "_deposit": {"id": "2004135", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2004135"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02004135", "sets": ["1642837843440", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Testing for Cointegration Rank Using Bayes Factors", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "\u6749\u7530, \u52dd\u5f18", "creatorNameLang": "ja"}]}, {"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186609386": {"attribute_name": "Subject", "attribute_value_mlt": [{"subitem_1522299896455": "en", "subitem_1522300014469": "Other", "subitem_1523261968819": "Cointegration"}, {"subitem_1522299896455": "en", "subitem_1522300014469": "Other", "subitem_1523261968819": "MCMC"}, {"subitem_1522299896455": "en", "subitem_1522300014469": "Other", "subitem_1523261968819": "Bayes factor"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "This paper proposes Bayesian methods for estimating the cointegration rank using Bayes factors. We consider natural conjugate priors for computing Bayes factors. First, we estimate the cointegrating vectors for each possible rank. Then, we compute the Bayes factors for each rank against 0 rank. Monte Carlo simulations show that using Bayes factor with conjugate priors produces fairly good results. The methods proposed here are also applied for selecting the appropriate lags and testing for over-identifying restrictions on cointegrating vectors.", "subitem_description_type": "Other"}, {"subitem_description": "\u7d00\u8981\u8ad6\u6587", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "ja", "subitem_1522300316516": "\u7409\u7403\u5927\u5b66\u6cd5\u6587\u5b66\u90e8"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "jpn"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/7488"}]}, "item_1617186920753": {"attribute_name": "Source Identifier", "attribute_value_mlt": [{"subitem_1522646500366": "ISSN", "subitem_1522646572813": "0557-580X"}, {"subitem_1522646500366": "NCID", "subitem_1522646572813": "AN00250468"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "ja", "subitem_1522650091861": "\u7409\u7403\u5927\u5b66\u7d4c\u6e08\u7814\u7a76"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueNumber": "76", "bibliographicPageEnd": "66", "bibliographicPageStart": "51"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "VoR", "subitem_1600292170262": "http://purl.org/coar/version/c_970fb48d4fbd8a85"}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "No76p51.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2004135/files/No76p51.pdf"}, "version_id": "1c4e0787-16f7-4b35-b0ed-3702f9e78cd4"}]}, "item_title": "Testing for Cointegration Rank Using Bayes Factors", "item_type_id": "15", "owner": "1", "path": ["1642837843440", "1642838405494"], "permalink_uri": "http://hdl.handle.net/20.500.12000/7488", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2008-10-16"}, "publish_date": "2008-10-16", "publish_status": "0", "recid": "2004135", "relation": {}, "relation_version_is_last": true, "title": ["Testing for Cointegration Rank Using Bayes Factors"], "weko_shared_id": -1}