Priors, posteriors and bayes factors for a Bayesian analysis of cointegration

FR (Frank) Kleibergen, Richard Paap

Research output: Contribution to journalArticleAcademicpeer-review

44 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)223-249
Number of pages27
JournalJournal of Econometrics
Volume111
Issue number2
DOIs
Publication statusPublished - 2002

Bibliographical note

December 2002

Research programs

  • ESE - MKT

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