A Monte Carlo comparison of Bayesian testing for cointegration rank

Economics Bulletin

Volumn 29, Issue 3, 2009, Pages 2145-2151

  Sugita, Katsuhiro ^a  

^a UNIVERSITY OF THE RYUKYUS   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77952918301     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (16)

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