On the shape of the likelihood/posterior of cointegration models

FR (Frank) Kleibergen, Herman van Dijk

Research output: Contribution to journal › Article › Academic

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@article{f8325673c61745d4a56e2030c2f83a5a,

title = "On the shape of the likelihood/posterior of cointegration models",

author = "Kleibergen, {FR (Frank)} and {van Dijk}, Herman",

year = "1994",

language = "Undefined/Unknown",

volume = "10",

pages = "514--551",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

}