Koop, G.

model bayesian series journal parameter method prior space approach paper unit root distribution econometrics integration time series trend analysis result factor section state cointegration bayes factors 1997 john wiley evidence density franse unit roots equation value table bayesian analysis probability bayes factor hypothesis vector point likelihood uniform state equation cointegrating university state space models van dijk testing jdata inference price issue restriction figure noninformative level model problem level strachan kleibergen econom =2111=md g unit root model error speci uniform distribution cointegrated transformation property savage-dickey density ratio cointegration space normalization econom forecast ratio component support seasonals model =2111=md cointegrating vectors algorithm function cointegrated ecm unit root inference