[JAE Logo]

Journal of Applied Econometrics Data Archive

Markus Jochmann, Gary Koop, Roberto Leon-Gonzalez, and Rodney Strachan, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy", Journal of Applied Econometrics, Vol. 28, No. 1, 2013, pp. 62-81.

Return to JAE Data Archive