Seasonality, Cycles and Unit Roots
Year of publication: |
2004-08-11
|
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Authors: | Salabasis, Mickael ; Karlsson, Sune |
Institutions: | Econometric Society |
Subject: | Bayesian model averaging | autoregressive models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 268 |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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