Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics
Year of publication: |
1992-10
|
---|---|
Authors: | Phillips, Peter C.B. ; Ploberger, Werner |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Autoregression | Bayes model | Bayes measure | Bayes test | Bayesian inference | data density process | Deleans exponential | exponential Bayes measure | likelihood | martingale | posterior process | prior density | quadratic variation process | stochastic differential equation | unit root |
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