Bayesian analysis of deterministic time trend and changes in persistence using a generalised stochastic unit root model
Year of publication: |
Mar. 2007
|
---|---|
Other Persons: | Yang, Fuyu (contributor) |
Publisher: |
Leicester : Univ. of Leicester, Dep. of Economics |
Subject: | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom |
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