A bayesian analysis of trend determination in economic time series (Q4853083): Difference between revisions

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Latest revision as of 17:53, 23 May 2024

scientific article; zbMATH DE number 809335
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English
A bayesian analysis of trend determination in economic time series
scientific article; zbMATH DE number 809335

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    A bayesian analysis of trend determination in economic time series (English)
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    13 February 1996
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    flat prior
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    fragile inference
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    hypergeometric function
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    ignorance prior
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    unit root
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    multiple lag autoregressive models
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    Bayesian posterior analysis
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    trend determination
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    general autoregressive models
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    structural change
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    modified information matrix-based prior
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    Laplace approximation to multivariate integrals
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    sampling properties
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    simulation methods
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