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A neural network applied to economic time series

Draisma, Gerrit - 1995

Persistent link: https://www.econbiz.de/10000904892

Evaluation and application of numerical procedures to calculate Lyapunov exponents

Kaashoek, Johan F.; Dijk, Herman K. van - 1991

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Posterior moments computed by mixed integration

Dijk, Herman K. van; Kloek, Teunis; Boender, Guus - 1985

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A neural network applied to the calculation of Lyapunov exponents

Kaashoek, Johan F. - In: Econometric reviews 13 (1994) 1, pp. 123-137

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Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

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On Bayesian routes to unit roots

Schotman, Peter C.; Dijk, Herman K. van - Federal Reserve Bank of Minneapolis - 1991

This paper is a comment on P.C.B. Phillips, “To criticise the critics: an objective Bayesian analysis of stochastic trends” [Phillips (1990)]. Departing from the likelihood of an univariate autoregressive model different routes that lead to a posterior odds analysis of the unit root...

Persistent link: https://www.econbiz.de/10005372852