Gibbs sampling in AR models with random walk priors
Year of publication: |
1994
|
---|---|
Authors: | Polasek, Wolfgang ; Jin, Song |
Institutions: | Universität Basel / Institut für Volkswirtschaft (contributor) |
Publisher: |
Basel : Inst. für Volkswirtschaft |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory |
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