Identification restrictions and posterior densities in cointegrated Gaussian VAR system
| Authors: | BAUWENS, L. ; LUBRANO, M. |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | In : Advances in Econometrics, 11 (B), 3-28, 1996 Number -1206 |
| Source: |
Persistent link: https://www.econbiz.de/10010927108