Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560)
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scientific article
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English | Testing for integration using evolving trend and seasonals models: A Bayesian approach. |
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Testing for integration using evolving trend and seasonals models: A Bayesian approach. (English)
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2000
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State space models
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Bayes factor
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Gibbs sampler
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Unit root
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Seasonality
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