Identification restrictions and posterior densities in cointegrated Gaussian VAR system
Luc Bauwens () and
Michel Lubrano ()
No 1206, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
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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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:1206
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