A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Year of publication: |
1994
|
---|---|
Authors: | Koop, Gary |
Other Persons: | Steel, Mark F. J. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 12.1994, 1, p. 95-107
|
Subject: | Zeitreihenanalyse | Time series analysis | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
-
Simulation and estimation of long memory continuous time models
Comte, Fabienne, (1994)
-
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt, (1993)
-
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K., (1994)
- More ...
-
Hospital efficiency analysis through individual effects : a Bayesian approach
Koop, Gary, (1994)
-
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary, (1991)
-
Bayesian efficiency analysis with a flexible form : the AIM cost function
Koop, Gary, (1994)
- More ...