Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
Frank Kleibergen () and
Journal of Econometrics, 2002, vol. 111, issue 2, 223-249
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Working Paper: Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:111:y:2002:i:2:p:223-249
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