Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
Year of publication: |
2004
|
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Authors: | Kleibergen, Frank |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 123.2004, 2, p. 227-258
|
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | ARMA-Modell | ARMA model |
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