A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 10 (1994)
Issue (Month): 3-4 (August)
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- Richard Kleijn & Herman K. van Dijk, 2001. "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers 01-105/4, Tinbergen Institute.
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