A Bayesian approach to state space multivariate time series modeling
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- Jan Hanousek & Jaromir Antoch, 2000. "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers wp164, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
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