A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model.
| Year of publication: |
1993
|
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| Authors: | Zivot, E. |
| Institutions: | Department of Economics, University of Washington |
| Subject: | econometrics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 23 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005432414