Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
| Year of publication: |
2009
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|---|---|
| Authors: | Koop, Gary ; Len-Gonzlez, Roberto ; Strachan, Rodney W. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 29.2009, 2 (24.11.), p. 224-243
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