Similar Search Results - EconBiz

Trends in periodic autoregressions

Paap, Richard - In: PhD research bulletin / Tinbergen Institute 7 (1995) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001202753

Markov trends in macroeconomic time series

Paap, Richard - 1997

Persistent link: https://www.econbiz.de/10013265095

Bayesian Analysis of ARMA Models using Noninformative Priors

Kleibergen, Frank; Hoek, Henk - 1997

Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem. We argue that ARMA parameters should be analyzed conditional on these identifying...

Persistent link: https://www.econbiz.de/10010324701

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

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

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

Nonstationarity in GARCH models : a Bayesian analysis

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

Persistent link: https://www.econbiz.de/10000122477

A service of the