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

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48 Citations (Scopus)

December 2002

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@article{b563569343994cb3a6d036a0c38203e4,

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

author = "Kleibergen, \{FR (Frank)\} and Richard Paap",

note = "December 2002",

year = "2002",

doi = "10.1016/S0304-4076(02)00105-7",

language = "Undefined/Unknown",

volume = "111",

pages = "223--249",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

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TY - JOUR

T1 - Priors, posteriors and bayes factors for a Bayesian analysis of cointegration

AU - Kleibergen, FR (Frank)

AU - Paap, Richard

N1 - December 2002

PY - 2002

Y1 - 2002

U2 - 10.1016/S0304-4076(02)00105-7

DO - 10.1016/S0304-4076(02)00105-7

M3 - Article

SN - 0304-4076

VL - 111

SP - 223

EP - 249

JO - Journal of Econometrics

JF - Journal of Econometrics

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ER -