Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo

Gael Martin

No 16/95, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Keywords: ECONOMETRICS; Cointegration; Markov Chain Monte Carlo (search for similar items in EconPapers)
Pages: 45 pages
Date: 1995
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