Non-stationarity in Garch models : a Bayesian analysis
F. Kleibergen; H. K. van Dijk
| Year of publication: |
[1993]
|
|---|---|
| Authors: | Kleibergen, F. ; Dijk, H. K. van |
| Publisher: |
Amsterdam [u.a.] : Tinbergen Inst. |
| Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
| Extent: | S. 41 - 61 |
|---|---|
| Series: | Reprint series / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0842, ZDB-ID 2469487-3. - Vol. 300 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus: Journal of applied econometrics ; 8.1993 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000122423