Bayes factors and nonlinearity: Evidence from economic time series

DOI10.1016/S0304-4076(98)00031-1zbMath0937.62124MaRDI QIDQ1305670

Simon M. Potter, Gary Koop

Publication date: 14 June 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00031-1

zbMATH Keywords

Markov chain Monte Carlo; Bayes factors; threshold autoregressive model; Markov trend model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B84: Economic time series analysis

65C40: Numerical analysis or methods applied to Markov chains

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