On the shape of the likelihood, posterior in cointegration models
Year of publication: |
1993
|
---|---|
Authors: | Kleibergen, Frank ; Dijk, Herman K. van |
Publisher: |
Amsterdam [u.a.] : Tinbergen Inst. |
Subject: | Kointegration | Cointegration | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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