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Identification restrictions and posterior densities in cointegrated Gaussian VAR system

Bibliographic reference Bauwens, Luc. Identification restrictions and posterior densities in cointegrated Gaussian VAR system. In: T.B. Fomby, Advances in econometrics - Vol. 11B : Bayesian methods applied to time series data, JAI Press  1996, p. 3-28
Permanent URL http://hdl.handle.net/2078.1/73977