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2006 Book Chapter Bayesian Approaches to CointegrationKoop, G., Strachan, R W, van Dijk, H. and Villani, M. (2006). Bayesian Approaches to Cointegration. Palgrave Handbook of Econometrics Volume 1 Econometric Theory. (pp. 871-898) edited by T.C. Mills and K. Patterson. UK: Palgrave Macmillan. |
