Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income
Year of publication: |
1999-03-31
|
---|---|
Authors: | Paap, Richard ; Dijk, Herman K. van |
Institutions: | Tinbergen Institute |
Subject: | multivariate Markov trend | cointegration | MCMC | permanent income hypothesis |
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