| Original language | English |
|---|---|
| Pages (from-to) | 339-368 |
| Number of pages | 30 |
| Journal | Computational Statistics |
| Volume | 13 |
| Issue number | 3 |
| Publication status | Published - 1998 |
A Gibbs sampling approach to cointegration
Pierre Giot, Luc BAUWENS
Research output: Contribution to journal › Article