Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy
Year of publication: |
1992-08
|
---|---|
Authors: | Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Bayes model | Bayes measure | causality | cointegration | co-motion | deterministic trend | forecast-encompass | one-period ahead forecasts | order selection | PIC criterion | PICF criterion | RUMPY model | unit root |
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