A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
| Year of publication: |
1996
|
|---|---|
| Authors: | Kato, Hiroko ; Naniwa, Sadao ; Ishiguro, Makio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 75.1996, 1, p. 147-162
|