Exploring economic time series: a Bayesian graphical approach

DOI10.1111/1368-423X.00105MaRDI QIDQ4439302zbMATH OpenOpenAlexFDO

Authors J. C. Naylor, A. R. Tremayne, John Marriott

Publication date 2003

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423x.00105

zbMATH Keywords

explanatory data analysismisspecification

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

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Cites work

• A quasirandom approach to integration in Bayesian statistics
• Fully Bayesian analysis of ARMA time series models
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• On the Theory of Testing for Unit Roots in Observed Time Series
• Testing for integration using evolving trend and seasonals models: A Bayesian approach.
• Testing for unit roots in a Bayesian framework

Cited in

(1)

• Exploratory data analysis and model criticism with posterior plots

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