Fractional Cointegration: A Bayesian Aproach

Gael Martin

No 17/95, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Keywords: ECONOMETRICS; Fractional Cointegration; Bayesian Analysis (search for similar items in EconPapers)
Pages: 43 pages
Date: 1995
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