Similar Search Results - EconBiz

Bayesian analysis of arma models using noninformative priors

Kleibergen, Frank; Hoek, Henk - 1995

Persistent link: https://www.econbiz.de/10000926871

Bayesian analysis of ARMA models using noninformative priors

Kleibergen, Frank; Hoek, Henk - 1997

Persistent link: https://www.econbiz.de/10000952481

Bayesian analysis of ARMA models

Kleibergen, Frank; Hoek, Henk - 2000

Root cancellation in Auto Regressive Moving Average (ARMA) models leads tolocal non-identification of parameters. When we use diffuse or normal priorson the parameters of the ARMA model, posteriors in Bayesian analyzes show ana posteriori favor for this local non-identification. We show that the...

Persistent link: https://www.econbiz.de/10011303311

Cointegration in a periodic vector autoregression

Kleibergen, Frank; Franses, Philip Hans - 1999

Persistent link: https://www.econbiz.de/10001495876

Direct cointegration testing in periodic vector autoregressive models

Kleibergen, Frank; Franses, Philip Hans - 1995

Persistent link: https://www.econbiz.de/10000915606

Unit roots in the Nelson-Plosser data : do they matter for forecasting?

Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288

Persistent link: https://www.econbiz.de/10001204614

On the shape of the likelihood posterior in cointegration models

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000894164

On the shape of the likelihood, posterior in cointegration models

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122496

Bayesian analysis of seasonal unit roots and seasonal mean shifts

Franses, Philip Hans; Hoek, Henk; Paap, Richard - 1995

Persistent link: https://www.econbiz.de/10000924661

The estimation of common cycles in vector time series using the Box-Tiao transformation

Hoek, Henk; Romijn, Gerbert - 1996

Persistent link: https://www.econbiz.de/10000942652

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