Bayesian near-boundary analysis in basic macroeconomic time-series models☆
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Publication:3572032
DOI10.1016/S0731-9053(08)23011-2zbMath1189.91168OpenAlexW2146868790MaRDI QIDQ3572032
Francesco Ravazzolo, Rene Segers, Michiel de Pooter, Hermann K. Van Dijk
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23011-2
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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