A bayesian analysis of trend determination in economic time series (Q4853083)
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scientific article; zbMATH DE number 809335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A bayesian analysis of trend determination in economic time series |
scientific article; zbMATH DE number 809335 |
Statements
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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0.8574488162994385
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0.8080200552940369
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0.8026654720306396
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0.8003401160240173
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