Bayesian inference in the triangular cointegration model using a Jeffreys prior

Gael M Martin, Vance L Martin

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)1759 - 1785
Number of pages27
JournalCommunications in Statistics: Theory and Methods
Publication statusPublished - 2000

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