Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

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., (1997)

Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior

Chao, John C., (1996)