Identification restrictions and posterior densities in cointegrated Gaussian VAR system
(1996) Advances in econometrics - Vol. 11B : Bayesian methods applied to time series data — p. 3-28, published
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Bauwens, Luc 
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Bauwens, L. (1996). Identification restrictions and posterior densities in cointegrated Gaussian VAR system. In T.B. Fomby (ed.), Advances in econometrics - Vol. 11B : Bayesian methods applied to time series data (p. p. 3-28). JAI Press. https://hdl.handle.net/2078.5/152011