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Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables
Chao, John C., (1998)
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C., (1999)
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure
Chao, John C., (1997)