Priors, posterior odds and Bayes factors in bayesian analyses of coinegration

Authors
Publication date 2002
Journal Journal of Econometrics
Volume | Issue number 111
Pages (from-to) 223-249
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0304-4076(02)00105-7
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