Efficient posterior simulation for cointegrated models with priors on the cointegration space
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Collections | ANU Research Publications |
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Date published: | 2010 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/19006 |
Source: | Econometric Reviews |
DOI: | 10.1080/07474930903382208 |
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01_Koop_Efficient_posterior_simulation_2010.pdf | 156.22 kB | Adobe PDF | Request a copy |
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