Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Year of publication: |
1999
|
---|---|
Authors: | Koop, Gary ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Zeitreihenanalyse | Schätztheorie | Theorie | Saisonbereinigung | State space models | Bayes Factor | Gibbs sampler | unit root | seasonality |
Series: | Tinbergen Institute Discussion Paper ; 99-072/4 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832603422 [GVK] hdl:10419/85740 [Handle] RePEc:dgr:uvatin:19990072 [RePEc] |
Source: |
-
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary, (1999)
-
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary, (1997)
-
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Koop, Gary, (1997)
- More ...
-
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary, (2000)
-
Bayesian analysis of stochastic trends in structural time series models
Koop, Gary, (1996)
-
Testing for integration using evolving trend and seasonals models : a Basyesian approach
Koop, Gary, (1999)
- More ...