Narrow search
Showing 1 - 4 of 4
Cover Image
Bayesian analysis of deterministic time trend and changes in persistence using a generalised stochastic unit root model
Yang, Fuyu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576860
Cover Image
Bayesian estimation and model selection in the generalised stochastic unit root model
Yang, Fuyu; Leon-Gonzalez, Roberto - 2010
We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...
Persistent link: https://www.econbiz.de/10003952817
Cover Image
Bayesian estimation and model selection in the generalized stochastic unit root model
Yang, Fuyu; Leon-Gonzalez, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10009515138
Cover Image
Bayesian estimation and model selection in the generalised stochastic unit root model
Yang, Fuyu; Leon-Gonzalez, Roberto - 2010
We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...
Persistent link: https://www.econbiz.de/10010270805