BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
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Publication:4680626
DOI10.1017/S026646660505019XzbMath1062.62052MaRDI QIDQ4680626
Publication date: 7 June 2005
Published in: Econometric Theory (Search for Journal in Brave)
62H10: Multivariate distribution of statistics
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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