Villani, M.

model bayesian cointegration distribution approach space vector cointegrating parameter prior strachan kleibergen analysis uniform distribution journal cointegrated issue method uniform cointegration space normalization cointegrating vectors point problem econometrics cointegrated ecm jdata cointegrating space density restriction section matrix inference identi...cation villani example value estimate discussion embedding result bauwen probability van dijk geweke embedding approach bayesian analysis number theory matrice jerey statistic estimation measure support likelihood ir b 0 speci...cation bayes factors dierent inder grassman manifold cointegration vectors error distance function interest sampling noninformative simulation manifold bayesian inference lubrano property factor researcher rank r gibbs sampler series application