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Valid Bayesian Estimation of the Cointegrating Error Correction Model.
Strachan, Rodney W, (2003)
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model
Strachan, Rodney W, (2000)
Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
Strachan, Rodney W, (2001)