Gibbs sampling approach to cointegration
| Authors: | BAUWENS, Luc ; GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
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| Type of publication: | Book / Working Paper |
| Notes: | In : Computational Statistics, 13 (3), 339-368, 1998 Number 1336 |
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Persistent link: https://www.econbiz.de/10010694349