Bayesian near-boundary analysis in basic macroeconomic time-series models
Year of publication: |
2008
|
---|---|
Authors: | Pooter, Michiel de ; Ravazzolo, Francesco ; Segers, Rene ; Dijk, Herman K. van |
Published in: |
Bayesian econometrics. - Bingley, U.K : Emerald, ISBN 978-1-84855-309-5. - 2008, p. 331-402
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Simulation | Zustandsraummodell | State space model | Kointegration | Cointegration | Panel | Panel study | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Statistischer Fehler | Statistical error |
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