Bayesian estimation of an autorgressive model using Markov chain Monte Carlo
| Year of publication: |
1996
|
|---|---|
| Authors: | Barnett, Glen ; Kohn, Robert ; Sheather, Simon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 74.1996, 2, p. 237-254
|