Identification restrictions and posterior densities in cointegrated Gaussian VAR system
| Authors: | BAUWENS, L. ; LUBRANO, M. |
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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 : Advances in Econometrics, 11 (B), 3-28, 1996 Number 1206 |
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Persistent link: https://www.econbiz.de/10010694302