Bayesian inference in a time varying cointegration model
Year of publication: |
2011
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Authors: | Koop, Gary ; Leon-Gonzalez, Roberto ; Strachan, Rodney W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 165.2011, 2, p. 210-221
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