Pages that link to "Item:Q451267"

The following pages link to Trends and cycles in economic time series: a Bayesian approach (Q451267):

Displaying 12 items.

• The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
• The information content of capacity utilization for detrending total factor productivity (Q318374) (← links)
• Bayesian non-parametric signal extraction for Gaussian time series (Q736535) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Efficient Bayesian estimation of multivariate state space models (Q961901) (← links)
• Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554) (← links)
• Multivariate time series analysis from a Bayesian machine learning perspective (Q2023869) (← links)
• Modelled approximations to the ideal filter with application to GDP and its components (Q2154164) (← links)
• Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
• On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740) (← links)
• The local quadratic trend model (Q3065494) (← links)
• Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)