Bayesian Analysis of ARMA Models using Noninformative Priors
Year of publication: |
1997
|
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Authors: | Kleibergen, Frank ; Hoek, Henk |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Schätztheorie | Zeitreihenanalyse | Theorie |
Series: | Tinbergen Institute Discussion Paper ; 97-006/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 776802232 [GVK] hdl:10419/85729 [Handle] RePEc:dgr:uvatin:19970006 [RePEc] |
Source: |
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