Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
Year of publication: |
1991-05
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Authors: | Phillips, Peter C.B. ; Ploberger, Werner |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Time series | modeling | Bayesian analysis | martingale |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is None Number 980 54 pages |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Bayesian Model Selection for Heteroskedastic Models
Chen, Cathy W. S., (2009)
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The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
Phillips, Peter C.B., (1991)
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Estimation and Inference for Exponential Smooth Transition Nonlinear Volatility Models
Chen, Cathy W. S., (2009)
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Rissanen's Theorem and Econometric Time Series
Ploberger, Werner, (1998)
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Empirical Limits for Time Series Econometric Models
Phillips, Peter C.B., (1999)
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Posterior Odds Testing for a Unit Root with Data-Based Model Selection
Phillips, Peter C.B., (1992)
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