Kato, H., Naniwa, S., & Ishiguro, M. (1996). A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables. Journal of Econometrics, 75, 147-162.
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Chicago Style (17th ed.) Citation
Kato, Hiroko, Sadao Naniwa, and Makio Ishiguro. "A Bayesian Multivariate Nonstationary Time Series Model for Estimating Mutual Relationships Among Variables."
Journal of Econometrics 75 (1996): 147-162.
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MLA (9th ed.) Citation
Kato, Hiroko, et al. "A Bayesian Multivariate Nonstationary Time Series Model for Estimating Mutual Relationships Among Variables."
Journal of Econometrics, vol. 75, 1996, pp. 147-162.
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Warning: These citations may not always be 100% accurate.