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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Koop, Gary"
~person:"Maravall Herrero, Agustín"
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~subject:"Volatilität"
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Koop, Gary
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Bayesian analysis of stochastic trends in structural time series models
Koop, Gary
;
Dijk, Herman K. van
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1996
Persistent link: https://www.econbiz.de/10000950676
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
;
Hoek, Henk
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1997
Persistent link: https://www.econbiz.de/10000966951
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