Kleibergen, F.R.

model parameter cointegration matrix value statistic distribution vector i m þ result prior bayesian à1 ð b function density kleibergen likelihood office space use cointegrating section econometrics speci posterior series error estimator jeffrey journal analysis cointegrating vectors variable probability correction number office rank reduction factor theorem space variance ratio pdwul paap / journal bayes factors cointegration model hypothesis estimators johansen region iv regression model equation covariance panel regression transformation conjugate e 1 ik expression cation multiplier testing condition disturbance information education assumption vwdwlvwlf specification di use 0 0 decomposition olplwlqj office space bayesian analysis reduction test statistics estimate error correction model e 1 ik-r cointegration rank