Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Bayesian Near-Boundary Analysis in Basic
Macroeconomic Time Series Models∗
Michiel De Pooter1 Francesco Ravazzolo2 Rene … analysis of basic macroeconomic time series
models are presented for the situation where some model parameters have substantial … components model. Several well-known time series models like
unit root and error correction models and further state space and …