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Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors
Ingram, Beth F.; Whiteman, Charles H. - In: Journal of monetary economics 34 (1994) 3, pp. 497-510
Persistent link: https://www.econbiz.de/10007708361
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Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors
Ingram, Beth F.; Whiteman, Charles H. - In: Journal of Monetary Economics 34 (1994) 3, pp. 497-510
Persistent link: https://www.econbiz.de/10005131436
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The temporal stability of dividends and stock prices : evidence from the likelihood function
DeJong, David Neil - In: The American economic review 81 (1991) 3, pp. 600-617
Persistent link: https://www.econbiz.de/10001107488
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On DeJong and Whiteman's Bayesian inference for the unit root model
Sowell, Fallaw - In: Journal of monetary economics 28 (1991) 2, pp. 255-263
Persistent link: https://www.econbiz.de/10001115230
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Reconsidering "trends and random walks in macroeconomic time series"
DeJong, David Neil - In: Journal of monetary economics 28 (1991) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10001115232
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More unsettling evidence on the perfect markets hypothesis
DeJong, David Neil - In: Economic review 77 (1992) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10001134265
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The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series
DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297
Persistent link: https://www.econbiz.de/10001157662
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Estimating moving average parameters : classical pileups and Bayesian posteriors
DeJong, David Neil - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001146831
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Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
DeJong, David N.; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-318
Persistent link: https://www.econbiz.de/10008224913
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Corrigendum to "Modeling Stock Prices without Knowing How to Induce Stationarity"
DeJong, David N.; Whiteman, Charles H. - In: Econometric theory 12 (1996) 4, pp. 739-740
Persistent link: https://www.econbiz.de/10007003402