Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Year of publication: |
1997
|
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Authors: | Koop, Gary ; van Dijk, Herman K. ; Hoek, Henk |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Zeitreihenanalyse | Statistische Methodenlehre | Theorie | Saisonschwankung | State space models | Bayes Factor | Gibbs sampler | unit root | seasonality |
Series: | Tinbergen Institute Discussion Paper ; 97-078/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 782433545 [GVK] hdl:10419/85460 [Handle] RePEc:dgr:uvatin:19970078 [RePEc] |
Source: |
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
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