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Bayesian econometrics and forecasting
Geweke, John, (2001)
Empirical limits for time series econometric models
Ploberger, Werner, (2003)
Ploberger, Werner, (1999)
Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B., (1991)
Concepts and illustrations
Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B., (1992)