Gibbs sampling in AR models with random walk priors
Wolfgang Polasek, Song Jin
| Year of publication: |
1994
|
|---|---|
| Authors: | Polasek, Wolfgang ; Jin, Song |
| Publisher: |
Basel : Wirtschaftswissenschaftl. Zentrum d. Univ. Basel |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Simulation |
| Extent: | 18 S graph. Darst |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9409 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000147683