A Bayesian analysis of weak identification in stock price decompositions
Nathan S. Balke; Jun Ma; Mark, E. Wohar
| Year of publication: |
2015
|
|---|---|
| Authors: | Balke, Nathan S. ; Ma, Jun ; Wohar, Mark E. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 4, p. 728-752
|
| Subject: | Weak Identification | Bayesian Analysis | Stock Price Decomposition | State-Space Model | Börsenkurs | Share price | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011309216