Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Tommaso Proietti; Stefano Grassi
| Year of publication: |
2015
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|---|---|
| Authors: | Proietti, Tommaso ; Grassi, Stefano |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 3, p. 983-1011
|
| Subject: | Nonstationarity | Variable selection | Linear Mixed Models | Seasonality | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Saisonkomponente | Seasonal component |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011303554