@article{oai:u-ryukyu.repo.nii.ac.jp:02008935,
 author = {Sugita, Katsuhiro},
 issue = {3},
 journal = {Economics Bulletin},
 month = {Sep},
 note = {This article considers a Bayesian testing for cointegration rank, using an approach developed by Strachan and van Dijk (2007), that is based on Koop, Leon-Gonzalez, and Strachan (2006). The Bayes factors are calculated for selecting cointegrating rank. We calculate the Bayes factors using two methods - the Schwarz BIC approximation and Chib's (1995) algorithm for calculating the marginal likelihood. We run Monte Carlo simulations to compare the two methods., 論文},
 pages = {2145--2151},
 title = {A Monte Carlo comparison of Bayesian testing for cointegration rank},
 volume = {29},
 year = {2009}
}