Bayesian near-boundary analysis in basic macroeconomic time-series models☆

DOI10.1016/S0731-9053(08)23011-2zbMath1189.91168MaRDI 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

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F15: Bayesian inference

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

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Uses Software

• RGraphics