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~institution:"Economics Institute for Research (SIR), Handelshögskolan i Stockholm"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Kleijn, R.H."
~source:"repec"
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Fourier analysis
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Markov Chain Monte Carlo
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model averaging
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state space models
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time series decomposition
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Kleijn, R.H.
Dijk, H.K. van
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Bauwens, L.
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Bos, C.S.
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Hoogerheide, L.F.
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Kaashoek, J.F.
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Harvey, A.C.
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Josephson, Jens
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Oest, R.D. van
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Trimbur, T.M.
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Matros, Alexander
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Paap, R.
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Dijk, A. van
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Dijk, D.J.C. van
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
Erasmus University Rotterdam, Econometric Institute
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Econometric Institute Report
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RePEc
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, R.H.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
2003
, providing both a useful data analysis tool and a very wide model class. A Bayes procedure using
Markov
Chain
Monte Carlo (MCMC …
Persistent link: https://www.econbiz.de/10005056586
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