A numerical bayesian test for cointegration of AR processes
| Year of publication: |
1995
|
|---|---|
| Authors: | Dorfman, Jeffrey H. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 66.1995, 1-2, p. 289-324
|
| Publisher: |
Elsevier |