{"_buckets": {"deposit": "deb440c9-76ba-4543-b28e-c20f207c15b8"}, "_deposit": {"id": "2008494", "owner": "1", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2008494"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02008494", "sets": ["1642837850560", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}, {"creatorNames": [{"creatorName": "\u6749\u7530, \u52dd\u5f18", "creatorNameLang": "ja"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "This paper introduces statistical inference in a Markov switching vector error correction model using a Markov chain Monte Carlo method. The proposed model allows for regime shifts in the deterministic terms, the lag terms, the adjustment terms and the variance-covariance matrix. The proposed method allows for estimation of the cointegrating vector within a nonlinear framework through a collapsed Gibbs sampling. We apply the proposed model to U.S. term structure of interest rates.", "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"}, {"subitem_1522300295150": "en", "subitem_1522300316516": "Faculty of Law and Letters University of the Ryukyus"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "eng"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/36147"}]}, "item_1617186819068": {"attribute_name": "Identifier Registration", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.24564/0002008494", "subitem_identifier_reg_type": "JaLC"}]}, "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\uff1dRyukyu University Economic Review"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2016-09-30", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "92", "bibliographicPageEnd": "63", "bibliographicPageStart": "37"}]}, "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": "No92p37.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2008494/files/No92p37.pdf"}, "version_id": "cb1ac295-bd3e-4c6f-b83f-ae94b69d2c2a"}]}, "item_title": "Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method", "item_type_id": "15", "owner": "1", "path": ["1642837850560", "1642838405494"], "permalink_uri": "https://doi.org/10.24564/0002008494", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2017-01-25"}, "publish_date": "2017-01-25", "publish_status": "0", "recid": "2008494", "relation": {}, "relation_version_is_last": true, "title": ["Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method"], "weko_shared_id": -1}