Noncausal Bayesian Vector Autoregression

Luoto, Jani, Lanne, Markku . Journal of Applied Econometrics 2016. 31 (7) :1392-1406

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Bibtex

@article{CIS-445959,
  Author = {Luoto, Jani and Lanne, Markku},
  Title = {Noncausal Bayesian Vector Autoregression},
  Journal = {Journal of Applied Econometrics},
  Volume = {31},
  Number = {7},
  Year = {2016},
  Pages = {1392--1406},
  Keywords = {}
}

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