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Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure
Chao, John C., (1997)
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
Chao, John C., (1998)
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior
Chao, John C., (1996)