{"created":"2022-01-28T07:21:23.213923+00:00","id":2008935,"links":{},"metadata":{"_buckets":{"deposit":"c862d4b6-d7a3-44ba-a9f6-d298e97c0e1e"},"_deposit":{"id":"2008935","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"2008935"},"status":"published"},"_oai":{"id":"oai:u-ryukyu.repo.nii.ac.jp:02008935","sets":["1642838163960:1642838338003","1642838403551:1642838405494"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_1551255647225":"A Monte Carlo comparison of Bayesian testing for cointegration rank","subitem_1551255648112":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"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_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Other"},{"subitem_description":"論文","subitem_description_type":"Other"}]},"item_1617186643794":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_1522300295150":"en","subitem_1522300316516":"Economics Bulletin"}]},"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/20.500.12000/38709"}]},"item_1617186920753":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_1522646500366":"ISSN","subitem_1522646572813":"1545-2921"}]},"item_1617186941041":{"attribute_name":"Source Title","attribute_value_mlt":[{"subitem_1522650068558":"en","subitem_1522650091861":"Economics Bulletin"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-09-02","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"2151","bibliographicPageStart":"2145","bibliographicVolumeNumber":"29"}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"journal article","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_1617353299429":{"attribute_name":"Relation","attribute_value_mlt":[{"subitem_1522306287251":{"subitem_1522306382014":"URI","subitem_1522306436033":"http://www.accessecon.com/pubs/EB/"}}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"EB-09-V29-I3-P63.pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://u-ryukyu.repo.nii.ac.jp/record/2008935/files/EB-09-V29-I3-P63.pdf"},"version_id":"7106826e-f31b-4d02-a09e-46e248e2574d"}]},"item_title":"A Monte Carlo comparison of Bayesian testing for cointegration rank","item_type_id":"15","owner":"1","path":["1642838338003","1642838405494"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2018-03-09"},"publish_date":"2018-03-09","publish_status":"0","recid":"2008935","relation_version_is_last":true,"title":["A Monte Carlo comparison of Bayesian testing for cointegration rank"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-08-03T05:39:39.305839+00:00"}