Identification restrictions and posterior densities in cointegrated Gaussian VAR system

Luc Bauwens and Michel Lubrano

No 1206, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1996-01-01
Note: In : Advances in Econometrics, 11 (B), 3-28, 1996
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Working Paper: Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems (1994)
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