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~institution:"Erasmus University Rotterdam, Econometric Institute"
~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
~subject:"serial correlation"
~type:"book"
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serial correlation
non-stationarity
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Extended Fourier Transform
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Gibbs sampler
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MCMC
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Rigged Hilbert space
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Spectral analysis
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frequency domain
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linear stochastic difference equations
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partial inner product
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pseudo-covariance function
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random effects panel date models
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Dijk, H.K. van
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Erasmus University Rotterdam, Econometric Institute
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Tinbergen Institute
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Tinbergen Instituut
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Gibbs sampling in econometric practice
Pooter, M.D. de
;
Segers, R.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
2006
, serial correlation,
non-stationarity
, reduced rank models, state-space models, random effects panel data models. JEL …
Persistent link: https://www.econbiz.de/10005450858
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