Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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- Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
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Keywords
Bayes factors; Bayesian analysis of cointegration; Cointegration; posterior densities;All these keywords.
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