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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Two illustrations of the quantity theory of money : breakdowns and revivals
Sargent, Thomas J.; Surico, Paolo - In: The American economic review 101 (2011) 1, pp. 109-128
Persistent link: https://www.econbiz.de/10009235957
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Shocks and government beliefs : the rise and fall of American inflation
Sargent, Thomas J.; Williams, Noah; Zha, Tao - In: The American economic review 96 (2006) 4, pp. 1193-1224
Persistent link: https://www.econbiz.de/10003384881