{"created":"2022-01-28T07:07:34.170093+00:00","id":2008494,"links":{},"metadata":{"_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":["1642837622505:1642837818741:1642837850560","1642838403551:1642838405494"]},"author_link":[],"item_30002_access_rights4":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_30002_bibliographic_information29":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2016-09-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"92","bibliographicPageEnd":"63","bibliographicPageStart":"37"}]},"item_30002_creator2":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Sugita, Katsuhiro","creatorNameLang":"en"}]},{"creatorNames":[{"creatorName":"杉田, 勝弘","creatorNameLang":"ja"}]}]},"item_30002_description9":{"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":"紀要論文","subitem_description_type":"Other"}]},"item_30002_file35":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"No92p37.pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://u-ryukyu.repo.nii.ac.jp/record/2008494/files/No92p37.pdf"},"version_id":"cb1ac295-bd3e-4c6f-b83f-ae94b69d2c2a"}]},"item_30002_identifier16":{"attribute_name":"Identifier","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/20.500.12000/36147"}]},"item_30002_identifier_registration17":{"attribute_name":"Identifier Registration","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24564/0002008494","subitem_identifier_reg_type":"JaLC"}]},"item_30002_language12":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_30002_publisher10":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_publisher":"琉球大学法文学部","subitem_publisher_language":"ja"},{"subitem_publisher":"Faculty of Law and Letters University of the Ryukyus","subitem_publisher_language":"en"}]},"item_30002_resource_type13":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_30002_source_identifier22":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_source_identifier":"0557-580X","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"AN00250468","subitem_source_identifier_type":"NCID"}]},"item_30002_source_title23":{"attribute_name":"Source Title","attribute_value_mlt":[{"subitem_source_title":"琉球大学経済研究＝Ryukyu University Economic Review","subitem_source_title_language":"ja"}]},"item_30002_title0":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method","subitem_title_language":"en"}]},"item_30002_version_type15":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_title":"Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method","item_type_id":"30002","owner":"1","path":["1642837850560","1642838405494"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2017-01-25"},"publish_date":"2017-01-25","publish_status":"0","recid":"2008494","relation_version_is_last":true,"title":["Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo Method"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2022-11-29T05:54:09.627658+00:00"}