Work

Bayesian Testing in Cointegration Models using the Jeffreys' Prior

Year: 2000

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Richard Kleijn

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2255619104

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