Bayes methods and unit roots
by Peter C. B. Phillips and Herman K. van Dijk
| Year of publication: |
1995
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Dijk, Herman K. van |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Statistische Methodenlehre | Statistical theory | Bayes-Statistik | Bayesian inference |
| Extent: | S. 453 - 460 |
|---|---|
| Series: | Cowles Foundation paper. - New Haven, Conn., ZDB-ID 2518845-8. - Vol. 885 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 459 - 460 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000554674