Bayes factors and nonlinearity: Evidence from economic time series
From MaRDI portal
Publication:1305670
DOI10.1016/S0304-4076(98)00031-1zbMath0937.62124MaRDI QIDQ1305670
Publication date: 14 June 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B84: Economic time series analysis
65C40: Numerical analysis or methods applied to Markov chains
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