Bayes factors and nonlinearity : evidence from economic time series
Year of publication: |
1999
|
---|---|
Authors: | Koop, Gary |
Other Persons: | Potter, Simon M. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 88.1999, 2, p. 251-281
|
Subject: | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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