Bayesian Approaches to Cointegration

Gary Koop, Rodney Strachan, Herman van Dijk and Mattias Villani

No 04/27, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Date: 2004-09
New Economics Papers: this item is included in nep-ecm and nep-ets
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Working Paper: Bayesian approaches to cointegratrion (2005)
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