Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Richard Paap and Herman K. van Dijk
| Year of publication: |
2003
|
|---|---|
| Authors: | Paap, Richard ; Dijk, Herman K. van |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 4, p. 547-563
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| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | Einkommenshypothese | Income hypothesis | Theorie | Theory | USA | United States |
| 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/10001807014