Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration

FR (Frank) Kleibergen, Richard Paap

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages41
EditionEconometric Institute 9668/A
Publication statusPublished - 1996

Publication series

SeriesEconometric Institute
Volume9668/A

Research programs

  • EUR ESE 11

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