Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
Year of publication: |
1995-01-01
|
---|---|
Authors: | Franses, Ph.H.B.F. ; Hoek, H. ; Paap, R. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | unit roots | Bayesian analysis | seasonality | structural breaks |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 9527-/A |
Source: |
-
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
Franses, Philip Hans, (1995)
-
Seasonal unit root tests under structural breaks
Hassler, Uwe, (2002)
-
THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
Lopes, Artur C. B. da Silva, (2005)
- More ...
-
Do experts incorporate statistical model forecasts and should they?
Legerstee, R., (2011)
-
Modeling purchases as repeated events
Bijwaard, G.E., (2003)
-
Retrieving unobserved consideration sets from household panel data
Nierop, J.E.M. van, (2005)
- More ...